This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applic...
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro Stefano Fran- scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe- matics, and financial modeling....
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro St...
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which...
This volume is based on lectures notes for the courses delivered at the Cimpa Summer School: From Classical to Modern Probability, held at Temuco, Chile, be- th th tween January 8 and 26, 2001. This meeting brought together probabilists and graduate students interested in fields like particle systems, percolation, Brownian motion, random structures, potential theory and stochastic processes. We would like to express our gratitude to all the participants of the school as well as the people who contributed to its organization. In particular, to Servet Martinez, and Pablo Ferrari for their...
This volume is based on lectures notes for the courses delivered at the Cimpa Summer School: From Classical to Modern Probability, held at Temuco, Chi...
The title High Dimensional Probability is an attempt to describe the many trib- utaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970's. In each of these fields it is necessary to consider large classes of stochastic processes under minimal conditions. There are rewards in re- search of this sort. One can often gain deep insights, even about familiar processes, by stripping away details that in hindsight turn out to be extraneous. Many of the problems that motivated researchers in the 1970's were solved. But the powerful new tools created...
The title High Dimensional Probability is an attempt to describe the many trib- utaries of research on Gaussian processes and probability in Banach sp...
One major concern of biotechnology is either using enzymes or producing them. Enzyme/protein production is therefore an important starting point for biotechnology. Bioseparation or Downstream Processing constitutes about 40-90% of the total production cost. Driven by economics, highly selective technologies applicable to large-scale processing have emerged during the last decade. These technologies are slowly diffusing to enzymologists who are working on a smaller scale, looking for fast and efficient purification protocols. The affinity-based techniques (including precipitation, two-phase...
One major concern of biotechnology is either using enzymes or producing them. Enzyme/protein production is therefore an important starting point fo...
The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically covering such subjects as percolation theory, random walks in random environment, disordered systems, interacting particle systems and their many connections to statistical mechanics. The last decade was particularly fruitful for all these topics. This book reflects this development and marks also the first decade of the Brazilian School of Probability.
This volume consists of a collection of invited articles, written by some of the most distinguished...
The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically covering such subj...
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special- ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex- change information and ideas about their current work. Topics discussed...
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the...
Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine. Since most convincing models contain an element of randomness, stochastics enters the area in a natural way. This book documents the establishment of fractal geometry as a substantial mathematical theory. As in the previous volumes, which appeared in 1998 and 2000, leading experts known for clear exposition were selected as authors. They survey their field of expertise, emphasizing recent developments and open problems. Main topics include...
Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine. ...
Over the last decade, spin glass theory has turned from a fascinating part of t- oretical physics to a ?ourishing and rapidly growing subject of probability theory as well. These developments have been triggered to a large part by the mathem- ical understanding gained on the fascinating and previously mysterious "Parisi solution" of the Sherrington-Kirkpatrick mean ?eld model of spin glasses, due to the work of Guerra, Talagrand, and others. At the same time, new aspects and applications of the methods developed there have come up. The presentvolumecollects a number of reviewsaswellas...
Over the last decade, spin glass theory has turned from a fascinating part of t- oretical physics to a ?ourishing and rapidly growing subject of proba...