内容

目次

Memoirs of My Research on Stochastic Analysis by K.Ito.- Ito calculusand quantum white noise calculus by L. Accardi, A. Boukas.- Homogenization ofdiffusions on the lattice Zd with periodic drift coefficients, applying alogarithmic Sobolev inequality or a weak Poincare inequality by S. Albeverio,M. S. Bernabei, M. Rockner, M. W. Yoshida.- Theory and applications ofinfinite dimensional oscillatory integrals by S. Albeverio, S. Mazzucchi.-Ambit processes with applications to turbulence and tumour growth by O. E.Barndorff-Nielsen, J. Schmiegel.- A stochastic control approach to a robustutility maximization problem by G. Bordigoni, A. Matoussi, M. Schweizer.-Extending Markov Processes in Weak Duality by Poisson Point Processes ofExcursions by Zhen-Qing Chen, M. Fukushima, J. Ying.- Hedging with options inmodels with jumps by R. Cont, P. Tankov, E. Voltchkova.- Power variationanalysis of some integral long-memory processes by J. M. Corcuera.-Kolmogorov equations for stochastic PDE's with multiplicative noise by G. DaPrato.- Stochastic Integrals and Adjoint Derivatives by G. Di Nunno, Yu.A.Rozanov.- An application of probability to nonlinear analysis by E.B.Dynkin.- The space of stochastic differential equations by K.D. Elworthy.-Extremes of supOU processes by V. Fasen, C. Kluppelberg.- Gaussian bridges byD. Gasbarra, T. Sottinen, E. Valkeila.- Some of the recent topics onstochastic analysis by T. Hida.- Differential equations driven by Holdercontinuous functions of order greater than A by Y. Hu, D. Nualart.- Onasymptotics of Banach space-valued Ito functionals of Brownian rough paths byY. Inahama, H. Kawabi.- Continuous-Time Markowitz's Problems in an IncompleteMarket, with No-Shorting Portfolios by H. Jin, Xun Yu Zhou.- Quantum andClassical Conserved Quantities: Martingales, Conservation Laws and Constantsof Motion by T. Kolsrud.- Different Lattice Approximations for Hoegh-Krohn'squantum field model by S. Liang.- Ito Atlas, its application to mathematicalfinance and to exponentiation of infinite dimensional Lie algebras by P.Malliavin.- The Invariant Distribution of a Diffusion: Some New Aspects byH.P. McKean.- Formation of singularities in Madelung fluid: a nonconventionalapplication of Ito calculus to foundations of Quantum Mechanics by L.M.Morato.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus ofIto Type by S. Peng.- Perpetual integral functionals of diffusions and theirnumerical computations by P. Salminen, O. Wallin.- Chaos expansions andMalliavin calculus for Levy processes by J. Lluis Sole, Frederic Utzet, JosepVives.- Study of Simple but Challenging Diffusion Equation by D.W. Stroock.-Ito Calculus and Malliavin Calculus by S. Watanabe.- The Malliavin calculusfor processes with conditionally independent increments by A.L. Yablonski