Seminar on Stochastic Analysis, Random Fields and Applications VII

Part I. Stochastic Analysis and Random Fields

1. Recent Advances Related to SPDEs with Fractional Noise
Raluca M. Balan

2. On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process
Giulia Di Nunno, Steffen Sjursen

3. General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
Richard Eden, Frederi Viens

4. Uniqueness and Absolute Continuity for Semilinear SPDE’s
Benedetta Ferrario

5. Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations
István Gyöngy, Pablo Raúl Stinga

6. Weak Approximations for SDE’s Driven by Lévy Processes
Arturo Kohatsu-Higa, Hoang-Long Ngo

7. Itô’s Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures
Vidyadhar Mandrekar, Barbara Rüdiger, Stefan Tappe

8. Well-posedness for a Class of Dissipative Stochastic Evolution Equations with Wiener and Poisson Noise
Carlo Marinelli

9. Localization of Relative Entropy in Bose–Einstein Condensation of Trapped Interacting Bosons
Laura M. Morato, Stefania Ugolini

10. Multi-dimensional Semicircular Limits on the Free Wigner Chaos
Ivan Nourdin, Giovanni Peccati, Roland Speicher

11. Malliavin Calculus for Stochastic Point Vortex and Lagrangian Models
Sivaguru S. Sritharan, Meng Xu

12. Two Remarks on the Wasserstein Dirichlet Form
Wilhelm Stannat

13. Erratum
Arturo Kohatsu-Higa, José Manuel Corcuera

Part II. Stochastic Methods in Financial Models

14. Stochastic Modeling of Power Markets Using Stationary Processes
Fred Espen Benth, Heidar Eyjolfsson

15. Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets
Francesca Biagini

16.
f-Divergence Minimal Equivalent Martingale Measures and Optimal Portfolios for Exponential Lévy Models with a Change-point
S. Cawston, L. Vostrikova

17. Optimal Investment-consumption for Partially Observed Jump-diffusions
Claudia Ceci

18. Stochastic Control and Pricing Under Swap Measures
R. Cogo, A. Gombani, W. J. Runggaldier

19. Affine Variance Swap Curve Models
Damir Filipović

20. Efficient Second-order Weak Scheme for Stochastic Volatility Models
Benjamin Jourdain, Mohamed Sbai

21. Bid-Ask Spread Modelling, a Perturbation Approach
Thomas Lim, Vathana Ly Vath, Jean-Michel Sahut, Simone Scotti

22. Optimal Portfolio in a Regime-switching Model
Adrian Roy L. Valdez, Tiziano Vargiolu

Part III. Public Lecture

23. Can there Be Excessive Mathematization of the World?
Nicolas Bouleau

Nyckelord: Mathematics, Probability Theory and Stochastic Processes, Partial Differential Equations, Analysis