Seminar on stochastic analysis, random fields and applications IV, Centro Stefano Franscini, Ascona, Switzerland, May 20--24, 2002. Proceedings (Q1884186)

The articles of this volume will be reviewed individually. The preceding seminar has been announced (see Zbl 1004.00020). Indexed articles: \textit{Adler, Robert J.}, Gaussian random fields on manifolds, 3-19 [Zbl 1060.60052] \textit{Bardina, Xavier; Márquez-Carreras, David; Rovira, Carles; Tindel, Samy}, Higher order expansions for the overlap of the SK model, 21-43 [Zbl 1059.82042] \textit{Bertoin, Jean; Biane, Philippe; Yor, Marc}, Poissonian exponential functionals, \(q\)-series, \(q\)-integrals, and the moment problem for log-normal distributions, 45-56 [Zbl 1056.60046] \textit{Cruzeiro, Ana Bela; Zhang, Xicheng}, A Littlewood-Paley type inequality on the path space, 57-67 [Zbl 1071.58029] \textit{Cuesta-Albertos, J. A.; Wschebor, Mario}, Condition numbers and extrema of random fields, 69-82 [Zbl 1059.15016] \textit{Dalang, Robert C.; Lévêque, Olivier}, Second-order hyperbolic S.P.D.E.'s driven by boundary noises, 83-93 [Zbl 1057.60061] \textit{Davies, Ian M.; Truman, Aubrey; Zhao, Huaizhong}, Stochastic heat and Burgers equations and the intermittence of turbulence, 95-110 [Zbl 1057.60062] \textit{Diop, Mamadou Abdoul; Pardoux, Etienne}, Averaging of a parabolic partial differential equation with random evolution, 111-128 [Zbl 1063.35026] \textit{Flandoli, Franco; Gubinelli, Massimiliano}, Random currents and probabilistic models of vortex filaments, 129-139 [Zbl 1064.60118] \textit{Imkeller, Peter; Pavlyukevich, Ilya}, Stochastic resonance: a comparative study of two-state models, 141-154 [Zbl 1060.60061] \textit{Kwapień, Stanisław; Rosiński, Jan}, Sample Hölder continuity of stochastic processes and majorizing measures, 155-163 [Zbl 1061.60038] \textit{Léandre, Rémi}, Hypoelliptic diffusions and cyclic cohomology, 165-185 [Zbl 1087.58024] \textit{Lescot, Paul; Zambrini, Jean-Claude}, Isovectors for the Hamilton-Jacobi-Bellman equation, formal stochastic differentials and first integrals in Euclidean quantum mechanics, 187-202 [Zbl 1057.60067] \textit{Deparis, Simone; Martini, Claude}, Superhedging strategies and balayage in discrete time, 205-219 [Zbl 1107.91037] \textit{Eberlein, Ernst; von Hammerstein, Ernst August}, Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes, 221-264 [Zbl 1057.60050] \textit{Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie}, Stochastic volatility and correction to the heat equation, 265-274 [Zbl 1174.60398] \textit{Mira, Antonietta; Tenconi, Paolo}, Bayesian estimate of default probabilities via MCMC with delayed rejection, 275-289 [Zbl 1053.62037] \textit{Quenez, Marie-Claire}, Optimal portfolio in a multiple-priors model, 291-321 [Zbl 1061.93100] \textit{Stricker, Christophe}, Indifference pricing with exponential utility, 323-328 [Zbl 1073.60052]