## Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008Robert Dalang, Marco Dozzi, Francesco Russo This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. |

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Seminar on Stochastic Analysis, Random Fields and Applications VI Robert C. Dalang,Marco Dozzi,Francesco Russo No preview available - 2011 |

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assume assumption asymptotic bounded CERs coefficients condition consider constant continuous convergence convex risk measure defined denote derivatives diffusion Dirichlet distribution dual emission equation equilibrium ergodic example exists exponential finite formula fractional Brownian motion Gaussian given hedging Hence Hilbert space Hurst exponent implies inequality infinite-dimensional integral jump L2 convex risk Laplace Lemma Lévy processes linear lower semicontinuous LP(S Malliavin calculus Markov process Markov solution martingale martingale measure Math Mathematics Mathematics Subject Classification Moreover Navier-Stokes equations nondeterminism notation obtain optimal solution parameter Poisson probability measure problem Progress in Probability Proof properties Proposition prove random variables result satisfies scale functions Section semimartingale Seminar on Stochastic Sobolev inequality stable random fields Stochastic Analysis Stochastic Processes strategy Theorem theory unique variation vector Wasserstein