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The articles in this collection are a sampling of some of the
research presented during the conference "Stochastic Analysis and
Related Topics", held in May of 2015 at Purdue University in honor
of the 60th birthday of Rodrigo Banuelos. A wide variety of topics
in probability theory is covered in these proceedings, including
heat kernel estimates, Malliavin calculus, rough paths differential
equations, Levy processes, Brownian motion on manifolds, and spin
glasses, among other topics.
The articles in this collection are a sampling of some of the
research presented during the conference "Stochastic Analysis and
Related Topics", held in May of 2015 at Purdue University in honor
of the 60th birthday of Rodrigo Banuelos. A wide variety of topics
in probability theory is covered in these proceedings, including
heat kernel estimates, Malliavin calculus, rough paths differential
equations, Levy processes, Brownian motion on manifolds, and spin
glasses, among other topics.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
This book includes four courses on geometric measure theory, the
calculus of variations, partial differential equations, and
differential geometry. Authored by leading experts in their fields,
the lectures present different approaches to research topics with
the common background of a relevant underlying, usually
non-Riemannian, geometric structure. In particular, the topics
covered concern differentiation and functions of bounded variation
in metric spaces, Sobolev spaces, and differential geometry in the
so-called Carnot-Caratheodory spaces. The text is based on lectures
presented at the 10th School on "Analysis and Geometry in Metric
Spaces" held in Levico Terme (TN), Italy, in collaboration with the
University of Trento, Fondazione Bruno Kessler and CIME, Italy. The
book is addressed to both graduate students and researchers.
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