Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4--7, 2002. (Q1888578)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Airault, Hélène; Mallisavin, Paul}, Backward regularity for some infinite dimensional hypoelliptic semi-groups, 1-11 [Zbl 1087.58023] \textit{Da Prato, Giuseppe; Röckner, Michael}, Invariant measues for a stochastic porous medium equation, 13-29 [Zbl 1102.76074] \textit{Elworthy, K. David; le Jan, Yves; Li, Xue-Mei}, Equivariant diffusions on principal bundles, 31-47 [Zbl 1071.58030] \textit{Feyel, Denis; Üstünel, Ali Süleyman}, Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus, 49-74 [Zbl 1064.60124] \textit{Fukushima, Masatoshi}, Function spaces and symmetric Markov processes, 75-89 [Zbl 1062.60071] \textit{Getoor, Ronald}, Gauge theorems for Stieltjes exponentials, 91-109 [Zbl 1072.60061] \textit{Hida, Takeyuki}, A frontier of white noise analysis, in line with Itô calculus, 111-119 [Zbl 1059.60079] \textit{Hino, Masanori}, Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space, 121-140 [Zbl 1075.60059] \textit{Hou, Chunli; Karatzas, Ioannis}, Least-squares approximation of random variables by stochastic integrals, 141-166 [Zbl 1057.60066] \textit{Ikeda, Nobuyuki; Taniguchi, Setsuo}, Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation, 167-187 [Zbl 1057.60055] \textit{Kumagai, Takashi}, Homogenization on finitely ramified fractals, 189-207 [Zbl 1063.60104] \textit{Kunita, Hiroshi}, Representation of martingales with jumps and applications to mathematical finance, 209-232 [Zbl 1059.60059] \textit{Kusuoka, Shigeo}, Stochastic Newton equation with reflecting boundary condition, 233-246 [Zbl 1069.60050] \textit{McKean, Henry P.}, Cubic Schrödinger: the petit canonical ensemble, 247-255 [Zbl 1062.35136] \textit{Nagai, Hideo}, Risk-sensitive portfolio optimization with full and partial information, 257-278 [Zbl 1068.60086] \textit{Sekine, Jun}, An approximation for exponential hedging, 279-299 [Zbl 1059.60077] \textit{Shigekawa, Ichiro}, Orlicz norm equivalence for the Ornstein-Uhlenbeck operator, 301-317 [Zbl 1063.60083] \textit{Stroock, Daniel W.}, Some comments about Itô's construction procedure, 319-331 [Zbl 1062.60073] \textit{Takeda, Masayoshi; Tsuchida, Kaneharu}, Criticality of generalized Schrödinger operators and differentiability of spectral functions, 333-350 [Zbl 1063.60109] \textit{Warren, Jon; Watanabe, Shinzo}, On spectra of noises associated with Harris flows, 351-373 [Zbl 1064.60154]