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Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion.
Statistical Methods and Applications in Insurance and Finance
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.
Stochastic Differential Equations and Processes
Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that ev...
The Flight of Icarus
Exploring autobiographical texts written by European urban craftsmen from the 15th to the 18th centuries, this book studies memoirs, diaries, family chronicles, travel narratives, and other forms of personal writings from Spain, France, Italy, Germany, and England. In the process, it reveals the significance of written self-expression in early modern popular culture.
Extended Abstracts Summer 2015
This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontin...
Baptism of Desire and Christian Salvation
Belief in the necessity of baptism for salvation is rooted in the New Testament and was forcefully affirmed by the Church Fathers, yet today this belief is treated with unease if not ignored altogether. Over the course of centuries, Catholic theology has wrestled with a doctrine--baptism of desire--that both preserves this fundamental principle and allows for salvation in hard cases, such as catechumens dying unexpectedly. Baptism of Desire and Christian Salvation traces this doctrine's varied history, from its genesis in a fourth century funeral oration given by Ambrose of Milan to its uneasy position in the Anonymous Christianity of Karl Rahner. More than a history, however, this book rais...
Gregory of Nyssa as Biographer
La 4e de couverture indique : "The theologian Gregory of Nyssa wrote biographies of his sister, a local bishop, and Moses. Allison L. Gray shows that he adapts techniques from Greco-Roman biographical writing in these texts to create narratives that are suited to a specifically Christian form of education, focused on virtue and scriptural interpretation."
Seminar on Stochastic Analysis, Random Fields and Applications
Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Stochastic Integration by Parts and Functional Itô Calculus
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.
