Seminar on Stochastic Analysis, Random Fields and Applications VI

1. The Trace Formula for the Heat Semigroup with Polynomial Potential
Sergio Albeverio, Sonia Mazzucchi

2. Existence Results for Fokker–Planck Equations in Hilbert Spaces
Vladimir Bogachev, Giuseppe Da Prato, Michael Röckner

3. Uniqueness in Law of the Itô Integral with Respect to Lévy Noise
Zdzisław Brzeźniak, Erika Hausenblas

4. Statistical Inference and Malliavin Calculus
José M. Corcuera, Arturo Kohatsu-Higa

5. Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group
Ana Bela Cruzeiro

6. On Stochastic Ergodic Control in Infinite Dimensions
Beniamin Goldys, Bohdan Maslowski

7. Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Martin Hairer, Jonathan C. Mattingly

8. Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
F. Hubalek, E. Kyprianou

9. A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales
Hardy Hulley, Eckhard Platen

10. Are Fractional Brownian Motions Predictable?
Adam Jakubowski

11. Control of Exit Time for Lagrangian Systems with Weak Noise
Agnessa Kovaleva

12. A Probabilistic Deformation of Calculus of Variations with Constraints
Christian Léonard, Jean-Claude Zambrini

13. Exponential Integrability and DLR Consistence of Some Rough Functionals
József Lőrinczi

14. A Family of Series Representations of the Multiparameter Fractional Brownian Motion
Anatoliy Malyarenko

15. The Martingale Problem for Markov Solutions to the Navier-Stokes Equations
Marco Romito

16. Functional Inequalities for the Wasserstein Dirichlet Form
Wilhelm Stannat

17. Entropic Measure on Multidimensional Spaces
Karl-Theodor Sturm

18. Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
Yimin Xiao

19. Hedging with Residual Risk: A BSDE Approach
Stefan Ankirchner, Peter Imkeller

20. Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1)
Raymond Brummelhuis

21. The Clean Development Mechanism and Joint Price Formation for Allowances and CERs
René Carmona, Max Fehr

22. Optimal Investment Problems with Marked Point Processes
Claudia Ceci

23. Doubly Stochastic CDO Term Structures
Damir Filipović, Ludger Overbeck, Thorsten Schmidt

24. A Framework for Dynamic Hedging under Convex Risk Measures
Antoine Toussaint, Ronnie Sircar

25. On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
Lioudmila Vostrikova

26. Analyzing the Fine Structure of Continuous Time Stochastic Processes
Jeannette H. C. Woerner

Keywords: Mathematics, Probability Theory and Stochastic Processes