Seminar on Stochastic Analysis, Random Fields and Applications VI Ce
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
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Series Editors Charles Newman Sidney I. Resnick
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Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008
Robert C. Dalang Marco Dozzi Francesco Russo Editors
Editors Robert C. Dalang Institut de Mathématiques Ecole Polytechnique Fédérale CH-1005 Lausanne Switzerland e-mail: [email protected]
Marco Dozzi Institut Elie Cartan Université Henri Poincaré B.P. 239 F-54506 Vandoeuvre-lès-Nancy Cedex France e-mail: [email protected]
Francesco Russo Ecole Nationale Supérieure des Techniques Avancées Unité de Mathématiques appliquées 32 Boulevard Victor 75739 Paris Cedex 15 France e-mail: [email protected]
2010 Mathematical Subject Classification 60-06
ISBN 978-3-0348-0020-4 DOI 10.1007/978-3-0348-0021-1
e-ISBN 978-3-0348-0021-1
Library of Congress Control Number: 2011923065 © Springer Basel AG 2011 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the right of translation, reprinting, re-use of illustrations, recitation, 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. Cover design: deblik, Berlin Printed on acid-free paper Springer Basel AG is part of Springer Science+Business Media www.birkhauser-science.com
Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
vii
List of Participants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
ix
Stochastic Analysis and Random Fields S. Albeverio and S. Mazzucchi The Trace Formula for the Heat Semigroup with Polynomial Potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3
V. Bogachev, G. Da Prato and M. R¨ ockner Existence Results for Fokker–Planck Equations in Hilbert Spaces . . . .
23
Z. Brze´zniak and E. Hausenblas Uniqueness in Law of the Itˆ o Integral with Respect to L´evy Noise . . . .
37
J.M. Corcuera and A. Kohatsu-Higa Statistical Inference and Malliavin Calculus . . . . . . . . . . . . . . . . . . . . . . . . . .
59
A.B. Cruzeiro Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
83
B. Goldys and B. Maslowski On Stochastic Ergodic Control in Infinite Dimensions . . . . . . . . . . . . . . . .
95
M. Hairer and J.C. Mattingly Yet Another Look at Harris’ Ergodic Theorem for Markov Chains . . . . 109 F. Hubalek and E. Kyprianou Old and New Examples of Scale Functions for Spectrally Negative L´evy Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 H. Hulley and E. Platen A Visual Criterion for Identifying Itˆo Diffusions as Martingales or Strict Local Martingales . . .
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