Proceedings of the International Conference on Stochastic Analysis and Applications
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Published By Springer Netherlands

9789048166619, 9781402024689

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Hankel Operators on Segal-Bargmann Spaces

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_2 ◽

2004 ◽

pp. 17-36

Author(s):

Thomas Deck

Keyword(s):

Hankel Operators

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Numerical Solution of Wick-Stochastic Partial Differential Equations

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_18 ◽

2004 ◽

pp. 303-349 ◽

Author(s):

Thomas Gorm Theting

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Stochastic Integration for Compensated Poisson Measures and the Lévy-Itô Formula

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_10 ◽

2004 ◽

pp. 145-167 ◽

Author(s):

Barbara Rüdiger

Keyword(s):

Itô Formula ◽

Stochastic Integration ◽

Ito Formula ◽

Poisson Measures

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Square of White Noise Unitary Evolutions on Boson Fock Space

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_17 ◽

2004 ◽

pp. 267-301

Author(s):

Luigi Accardi ◽

Andreas Boukas

Keyword(s):

White Noise ◽

Boson Fock Space

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Zeta-Regularized Traces Versus the Wodzicki Residue as Tools in Quantum Field Theory and Infinite Dimensional Geometry

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_5 ◽

2004 ◽

pp. 69-84 ◽

Author(s):

Sylvie Paycha

Keyword(s):

Field Theory ◽

Quantum Field Theory ◽

Quantum Field ◽

Wodzicki Residue ◽

Infinite Dimensional

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Heat Equation Associated with Lévy Laplacian

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_4 ◽

2004 ◽

pp. 53-68

Author(s):

Nobuaki Obata ◽

Habib Ouerdiane

Keyword(s):

Heat Equation ◽

Lévy Laplacian

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Malliavin Calculus and Real Bott Periodicity

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_3 ◽

2004 ◽

pp. 37-51 ◽

Author(s):

Rémi Léandre

Keyword(s):

Malliavin Calculus ◽

Bott Periodicity

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On Portfolio Separation in the Merton Problem with Bankruptcy or Default

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_16 ◽

2004 ◽

pp. 249-265

Author(s):

Nils Chr. Framstad

Keyword(s):

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Semidynamical Systems with the Same Order Relation

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_14 ◽

2004 ◽

pp. 217-237

Author(s):

Nedra Belhaj Rhouma ◽

Mounir Bezzarga

Keyword(s):

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Reflected Backward Stochastic Differential Equation with Super-Linear Growth

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_13 ◽

2004 ◽

pp. 199-216

Author(s):

Khaled Bahlali ◽

El Hassan Essaky ◽

Boubakeur Labed

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Linear Growth ◽

Backward Stochastic Differential Equation

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