目次
Backward regularity for some infinite dimentional hypoelliptic semi-groups
Invariant measures for a stochastic porous medium equation
Equivariant diffusions on principal bundles
Monge-Kantorovitch measure transportation, Monge-Ampere equation and the Ito calculus
Function spaces and symmetric Markov processes
Gauge theorems for stieltjes exponentials
A frontier of white noise analysis, in line with Ito calculus
Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space
Least-squares approximation of random variables by stochastics integrals
Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation
Homogenization on finitely ramified fractals
Representation of martingales with jumps and applications to mathematical finance
Stochastic Newton equation with reflecting boundary condition
Cubic schrodinger
Risk-sensitive portfolio optimization with full and partial information
An approximation for exponential hedging
Orlicz norm equivalence for the Ornstein-Uhlenbeck operator
Some comments about Ito's construction procedure
Criticality of generalized Schrodinger operators and differntiability of spectral functions
On spectra of noises associated with Harris flows
