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Titlebook: Seminar on Stochastic Analysis, Random Fields and Applications IV; Centro Stefano Frans Robert C. Dalang,Marco Dozzi,Francesco Russo Confer

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1050-6977 sics, biology, and mathematical financeThis 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 edit
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Second-Order Hyperbolic S.P.D.E.’s Driven by Boundary Noisese of a real-valued process solution, defined for all times and in all of space (including on . A sufficient condition for Hölder continuity is provided, and existence and uniqueness for a non-linear form of the equation is established.
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Stochastic Heat and Burgers Equations and the Intermittence of Turbulenceion of a generalised hypocycloid and a line pair. Our results explain in terms of classical mechanics the properties of the caustic and wavefront for this archetypal example and characterise the caustic-wavefront intersection for the general stochastic case. We discuss the application of these results to turbulence for the Burgers velocity field.
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Conference proceedings 2004efano 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
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Gaussian Random Fields on Manifoldsscribes the intrinsic interest of the area,a number of possible applications and some interesting new geometric and probabilistic results. In particular,it attempts to show how the manifold approach provides a setting not only for establishing new results about Gaussian processes,but also for develo
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Higher Order Expansions for the Overlap of the SK Modelansion for the expected value of some genereral polynomial of the overlap of the system when the size . grows to infinity. Some of the coefficients obtained are shown to be vanishing, while the procedure to get the nontrivial ones has to be performed by a computer program, due to the great amount of
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