Seminar on Stochastic Analysis, Random Fields and Applications V

1. Detection of Dynamical Systems from Noisy Multivariate Time Series
Yoshiyuki Asai, Alessandro E. P. Villa

2. A Bakry-Emery Criterion for Self-Interacting Diffusions
Michel Benaïm, Olivier Raimond

3. Stationary Solutions for the 2D Stochastic Dissipative Euler Equation
Hakima Bessaih

4. Volterra Equations Perturbed by a Gaussian Noise
Stefano Bonaccorsi

5. Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme
Nicolas Bouleau

6. Individual-Based Probabilistic Models of Adaptive Evolution and Various Scaling Approximations
Nicolas Champagnat, Régis Ferrière, Sylvie Méléard

7. A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations
Giuseppe Prato, Michael Röckner

8. Remarks on 3D Stochastic Navier-Stokes Equations
Franco Flandoli

9. Slices of a Brownian Sheet: New Results and Open Problems
Davar Khoshnevisan

10. An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forcing
Tomasz Komorowski

11. Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut’s Integration-by-Parts Formula
Rémi Léandre

12. Probabilistic Deformation of Contact Geometry, Diffusion Processes and Their Quadratures
Paul Lescot, Jean-Claude Zambrini

13. Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motion
Hannelore Lisei, Anna Soós

14. Critical Exponents for Semilinear PDEs with Bounded Potentials
José Alfredo López-Mimbela, Nicolas Privault

15. Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces
V. Mandrekar, B. Rüdiger

16. Approximation of Rough Paths of Fractional Brownian Motion
Annie Millet, Marta Sanz-Solé

17. A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in d Dimensions
Andrew D. Neate, Aubrey Truman

18. Attractors for Ergodic and Monotone Random Dynamical Systems
Michael Scheutzow

19. On the Stability of Feynman-Kac Propagators
Wilhelm Stannat

20. Some Applications of the Malliavin Calculus to Sub-Gaussian and Non-Sub-Gaussian Random Fields
Andrew B. Vizcarra, Frederi G. Viens

21. Nonlinear Markovian Problems in Large Dimensions
Boguslaw Zegarlinski

22. A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints
Jean-Pierre Aubin, Patrick Saint-Pierre

23. Numerical Aspects of Loan Portfolio Optimization
Claas Becker, Veronika Orlovius

24. An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets
Sara Biagini

25. No Free Lunch under Transaction Costs for Continuous Processes
Paolo Guasoni

26. Robustness of the Hobson-Rogers Model with Respect to the Offset Function
Vera Blaka Hallulli, Tiziano Vargiolu

27. PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors
Hideo Nagai, Wolfgang J. Runggaldier

28. Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models
Maurizio Pratelli

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Avainsanat: MATHEMATICS / General MAT000000