- Kiyosi Itô: Memoirs of My Research on Stochastic Analysis
- Luigi Accardi and Andreas Boukas: Itô calculus and quantum white noise calculus
-
Sergio Albeverio, M. Simonetta Bernabei, Michael Röckner, and
Minoru W. Yoshida:
Homogenization of diffusions on
the lattice Z
d with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincaré inequality - Sergio Albeverio and Sonia Mazzucchi: Theory and applications of infinite dimensional oscillatory integrals
- Ole E. Barndorff-Nielsen and Jürgen Schmiegel: Ambit processes; with applications to turbulence and tumour growth
- Giuliana Bordigoni, Anis Matoussi, and Martin Schweizer: A stochastic control approach to a robust utility maximization problem
- Zhen-Qing Chen, Masatoshi Fukushima, and Jiangang Ying: Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions
- Rama Cont, Peter Tankov, Ekaterina Voltchkova: Hedging with options in models with jumps
- José Manuel Corcuera Power variation analysis of some integral long-memory processes
- Giuseppe Da Prato: Kolmogorov equations for stochastic PDE's with multiplicative noise
- Giulia Di Nunno and Yuri A. Rozanov: Stochastic Integrals and Adjoint Derivatives
- Eugene B. Dynkin: An application of probability to nonlinear analysis
- K. David Elworthy: The space of stochastic differential equations
- Vicky Fasen and Claudia Klüppelberg: Extremes of supOU processes
- Dario Gasbarra, Tommi Sottinen, and Esko Valkeila: Gaussian bridges
- Takeyuki Hida: Some of the recent topics on stochastic analysis
- Yaozhong Hu and David Nualart: Differential equations driven by Hölder continuous functions of order greater than 1/2
- Yuzuru Inahama and Hiroshi Kawabi: On asymptotics of Banach space-valued Itô functionals of Brownian rough paths
- Hanqing Jin and Xun Yu Zhou: Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios
- Torbjörn Kolsrud: Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion
- Song Liang: Different Lattice Approximations for Høegh-Krohn's quantum field model
- Paul Malliavin: Itô Atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras
- Henry P. McKean: The Invariant Distribution of a Diffusion: Some New Aspects
- Laura M. Morato: Formation of singularities in Madelung fluid: a nonconventional application of Itô calculus to foundations of Quantum Mechanics
- Shige Peng: G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô's type
- Paavo Salminen and Olli Wallin: Perpetual integral functionals of diffusioins and their numerical computations
- Josep Lluís Solé, Frederic Utzet, and Josep Vives Chaos expansions and Malliavin calculus for Lévy processes
- Daniel W. Stroock: Study of Simple but Challenging Diffusion Equation
- Shinzo Watanabe: Itô Calculus and Malliavin Calculus
- Aleh L. Yablonski: The Malliavin calculus for processes with conditionally independent increments
Stochastic Analysis and Applications - A Symposium in Honor of Kiyosi Itô