E-raamat: Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, 1993

Propagation of chaos the inverse problem.- A remark on stachastic
dynamics on the infinite-dimensional torus.- Diffusion-approximation for the
advection-diffusion of a passive scalar by a space-time Gaussian velocity
field.- A new space of white noise distributions and applications to SPDEs.-
Dissipativity of three-dimensional stochastic Navier-Stokes equation.-
Bernstein diffusions and Euclidean quantum field theory.- A Fubini theorem
for generalized Stratonovich integrals.- Large deviations via parameter
dependent change of measure, and an application to the lower tail of Gaussian
processes.- An equation modelling transport of a substance in a stochastic
medium.- Stochastic representation of unitary quantum evolution.- Critical
dimensions for the existence of self-intersection local times of the Brownian
sheet in ?d.- Density estimates for stochastic partial differential
equations.- Almost sure convergence of stochastic differential equations of
jump-diffusion type.- Applications and foundations of quasi sure analysis.- A
duality formula on the Poisson space and some applications.- Generalized
functions and stochastic processes.- On the geometry defined by Dirichlet
forms.- Random Brownian scaling and some absolute continuity relationships.-
Recent progress in the hypercontractive semigroups.- Financial models.-
Alternative estimators of a diffusion model of the term structure of interest
rates. A Monte Carlo comparison.- Backward stochastic differential equations.
Option hedging under additional cost.- Componentwise and vector stochastic
integration with respect to certain multi-dimensional continuous local
martingales.- Stock price returns and the Joseph effect: A fractional version
of the Black-Scholes model.- Critical price for an American option
nearmaturity.- Hedging of options under discrete observation on assets with
stochastic volatility.- Convergence of option values under incompleteness.-
Portfolio selection with transaction costs.