Seminar on Stochastic Analysis, Random Fields and Applications IV Ce
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 thre
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Series Editors Thomas Liggett Charles Newman Loren Pitt Sidney 1. Resnick
Seminar on Stochastic Analysis, Random Fields and Applications IV Centro Stefano Franscini, Ascona, May 2002 Robert C. Dalang Marco Dozzi Francesco Russo Editors
Springer Basel AG
Editors: Robert C. Dalang Institut de Mathematiques Ecole Polytechnique Federale CH-I005 Lausanne Switzerland e-mail: robert.dalang@epflch
Marco Dozzi Institut Elie Cartan Universite Henri Poincare B.P.239 F-54506 Vandoeuvre-les-Nancy Cedex France e-mail: [email protected]
Francesco Russo Departement de Mathematiques Institut Galilee Universite Paris l3 F-95430 Villetaneuse France e-mail: [email protected]
2000 Mathematics Subject Classification: Primary: 35K57, 35P15, 46B09, 47G99, 47NIO, 53A17, 55P35, 58A05, 58J65, 60G07, 60G15, 60G17, 60G42, 60G51, 60G57, 60G60, 60H05, 60HlO, 60H15, 60H30, 60130, 60J60, 70G65, 9IB24, 9IB82, 93E20; Secondary: 35R60, 35DlO, 35L10, 37A30, 37NlO, 60F17, 60127, 60G70, 62M40, 65C05, 76M35, 86A04
A CIP catalogue record for this book is available from the Library of Congress, Washington D.C., USA
Bibliographic information published by Die Deutsche Bibliothek Die Deutsche Bibliothek lists this publication in the Deutsche Nationalbibliografie; detailed bibliographic data is available in the Internet at . ISBN 978-3-0348-9630-6 ISBN 978-3-0348-7943-9 (eBook) DOI 10.1007/978-3-0348-7943-9 This work is subject to copyright. Ali rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, broadcasting, reproduction on microfilms or in other ways, and storage in data banks. For any kind of use permission of the copyright owner must be obtained. © 2004 Springer Basel AG Originally published by Birkhiiuser Verlag Basel in 2004 Softcover reprint of the hardcover 1st edition 2004 Printed on acid-free paper produced from chlorine-free pulp. TCF
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Table of Contents Preface ...................................................................
vii
List of participants .......................................................
ix
Acknowledgements ........................................................
xi
Stochastic Analysis and Random Fields
R.J. Adler Gaussian random fields on manifolds
3
X. Bardina, D. Marquez-Carreras, C. Rovira and S. Tindel Higher order expansions for the overlap of the SK model
21
J. Bertoin, P. Biane and M. Yor Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions ....................
45
A.B. Cruzeiro and X. Zhang A Littlewood-Paley type inequality on the path space
57
J.A. Cuesta-Albertos and M. Wschebor Condition numbers and extrema of random fields
69
R.C. Dalang and O. Leveque Second-order hyperbolic S.P.D.E.'s driven by boundary noises ........
83
I.M. Davies, A. Truman and H. Zhao Stochastic heat and Burgers equations and the intermittence of turbulence ............................................
