A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
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On a semigroup approach to no-arbitrage pricing theory.- Generalized
random vector fields and Euclidean quantum vector fields.- Central limit
theorem for the local time of a Gaussian process.- Explicit solutions of some
fourth order partial differential equations via iterated Brownian motion.- A
microscopic model of phase field type.- Ergodic backward SDE and associated
PDE.- Statistical manifolds, self-parallel curves and learning processes.-
Law of iterated logarithm for parabolic SPDEs.- Random production flows. An
exactly solvable fluid model.- A compactness principle for bounded sequences
of martingales with applications.- Risk minimizing hedging strategies under
partial observation.- Multiparameter Markov processes and capacity.- Iterated
Brownian motion and its intrinsic skeletal structure.- Heavy traffic and
optimal control methods for a communications system.- Stochastic Wess-Zumino-
Witten model for the measure of Kontsevitch.- Independence of a class of
multiple stochastic integrals.- Existence of invariant measures for diffusion
processes on Banach spaces.- On some new type of infinite dimensional
Laplacians.- Stochastic PDEs of Schrödinger type and stochastic Mehler
kernels a path integral approach.- Probability and quantum symmetries in a
Riemannian manifold.
