Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993 (Q1897257)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Aebi, Robert}, Propagation of chaos: The inverse problem, 1-25 [Zbl 0827.60065] \textit{Albeverio, S.; Kondratiev, Yu. G.; Röckner, M.}, A remark on stochastic dynamics on the infinite-dimensional torus, 27-35 [Zbl 0830.60055] \textit{Carmona, René A.; Fouque, Jean Pierre}, Diffusion-approximation for the advection-diffusion of a passive scalar by a space-time Gaussian velocity field, 37-49 [Zbl 0827.60047] \textit{Carmona, René A.; Yan, J. A.}, A new space of white noise distributions and applications to SPDE's, 51-66 [Zbl 0836.60045] \textit{Crauel, Hans; Flandoli, Franco}, Dissipativity of three-dimensional stochastic Navier-Stokes equation, 67-76 [Zbl 0831.58032] \textit{Cruzeiro, A. B.; Haba, Z.; Zambrini, J. C.}, Bernstein diffusions and Euclidean quantum field theory, 77-97 [Zbl 0835.60036] \textit{Delgado, Rosario; Sanz-Solé, Marta}, A Fubini theorem for generalized Stratonovich integrals, 99-110 [Zbl 0831.60062] \textit{Dembo, Amir; Zeitouni, Ofer}, Large deviations via parameter dependent change of measure, and an application to the lower tail of Gaussian processes, 111-121 [Zbl 0837.60024] \textit{Gjerde, Jon; Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng}, An equation modelling transport of a substance in a stochastic medium, 123-134 [Zbl 0827.60048] \textit{Haba, Z.}, Stochastic representation of unitary quantum evolution, 135-149 [Zbl 0827.60067] \textit{Imkeller, Peter; Weisz, Ferenc}, Critical dimensions for the existence of self-intersection local times of the Brownian sheet in \(\mathbb{R}^ d\), 151-168 [Zbl 0827.60036] \textit{Léandre, Rémi; Russo, Francesco}, Density estimates for stochastic partial differential equations, 169-186 [Zbl 0831.60073] \textit{Li, C. W.}, Almost sure convergence of stochastic differential equations of jump- diffusion type, 187-197 [Zbl 0827.60034] \textit{Malliavin, Paul}, Applications and foundations of quasi sure analysis, 199-203 [Zbl 0847.60034] \textit{Nualart, David; Vives, Josep}, A duality formula on the Poisson space and some applications, 205-213 [Zbl 0856.60057] \textit{Oberguggenberger, Michael}, Generalized functions and stochastic processes, 215-229 [Zbl 0829.46025] \textit{Sturm, Karl-Theodor}, On the geometry defined by Dirichlet forms, 231-242 [Zbl 0834.58039] \textit{Yor, Marc}, Random Brownian scaling and some absolute continuity relationships, 243-252 [Zbl 0827.60010] \textit{Zegarlinski, Boguslaw}, Recent progress in the hypercontractive semigroups, 253-262 [Zbl 0846.60094] \textit{Bianchi, Carlo; Cesari, Riccardo; Panattoni, Lorenzo}, Alternative estimators of a diffusion model of the term structure of interest rates. A Monte Carlo comparison, 265-306 [Zbl 0831.90036] \textit{Buckdahn, Rainer}, Backward stochastic differential equations. Option hedging under additional cost, 307-318 [Zbl 0827.60044] \textit{Chatelain, Michel; Stricker, Christophe}, Componentwise and vector stochastic integration with respect to certain multi-dimensional continuous local martingales, 319-325 [Zbl 0833.60058] \textit{Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter}, Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model, 327-351 [Zbl 0827.60021] \textit{Lamberton, Damien}, Critical price for an American option near maturity, 353-358 [Zbl 0830.60037] \textit{Di Masi, G. B.; Platen, E.; Runggaldier, W. J.}, Hedging of options under discrete observation on assets with stochastic volatility, 359-364 [Zbl 0831.90009] \textit{Runggaldier, Wolfgang J.; Schweizer, Martin}, Convergence of option values under incompleteness, 365-384 [Zbl 0827.60026] \textit{Tourin, Agnès; Zariphopoulou, Thaleia}, Portfolio selection with transaction costs, 385-391 [Zbl 0827.65072]