Références

Recent Submitted Preprints

Please go to the UMA page

List of Publications

1: F. Russo: Etude de la propriété de Markov étroite en relation avec les processus planaires à accroissements indépendants, Sém. de Prob. XVIII, Lect. N. in Math.1059, Springer Verlag (1984), p. 353-387.

2
F. Oboni, P.L. Bourdeau, F. Russo: Utilisation des processus markoviens dans l'analyse de stabilité des pentes. Lausanne, EPFL, décembre 1984. (3e séminaire sur les méthodes probabilistes en géotechnique). 3
F. Oboni, F. Russo: Implementation of a Probabilistic Stability Analysis Method on Microcomputers and Markovian Approach. Computer and Physical Modelling in Geotechnical Engeneering. Proceedings of the international symposium, Bangkok (3-6 dec. 1986). Edited by Asian Institute of Technology. Balkema Publishers 1989. 4
R. Dalang, F. Russo: A Prediction Problem for the Brownian Sheet. J. Multiv. Anal. 26, p. 16-47 (1988). 5
F. Russo: A Prediction Problem for Gaussian Planar Processes which are Markovianwith respect to Incresing and Decresing Paths, Lect. N. in Controland Information sciences, no. 96 (1987), p. 88-98. 6
F. Russo: Champs markoviens et prédictions. Thèse de doctorat ès sciences, no. 707, Ecole Polytechnique Fédérale de Lausanne (1987.

7
R. Léandre, F.Russo: Estimation de Varadhan pour des diffusions à deux paramètres. Probab. Th. and Rel. Fields 84, p. 429-451 (1990).

8
F.Russo: Linear extrapolation concerning Hilbert valued planar functions. Stochastic analysis and related topics II. Lect. N. in Math. 1444, Springer-Verlag (1990).

9
R. Léandre, F. Russo: Estimation de densité pour une équation des ondes faiblement perturbée par un bruit blanc. Note aux comptes rendus de l'Académie des sciences, t. 311, série A, p. 737-73, 1990.

10
F.Russo, P.Vallois: Intégrale stochastique progressive, rétrograde ou symétrique de type non- causale. Note aux comptes rendus de l'Académie des sciences, t. 312, série I, p.615-18, 1991.

11
R.Léandre, F.Russo: Small stochastic perturbation of a non-linear stochastic wave equation. Stochastic analysis and related topics, H. Korezlioglu & A.S. Ustunel eds., Progressin Probability 31, 285-332 (1992).

12
R.Léandre, F.Russo: Some problems about a stochastic non-linear wave equation. Proceedings of he Taniguchi Conference (August 1990). Asymptotic problems in probability theory: Wiener functionals and asymptotics, KD Elworthy and N Ikeda (Editors). Pitman research notes 284, p. 156-168 (1993)

13
S. Albeverio, Z. Haba, F. Russo: Stationary solutions of stochastic parabolic and hyperbolic Sine-Gordon equations. Journal of Physics A, 26, L 711-718 (1993)

14
F.Russo, P.Vallois: Forward, backward and symmetric stochastic integration. Probability Theory and Related Fields 97, 403-421 (1993).

15
F. Russo, P. Vallois: Non-causal stochastic integration for ladlag processes. Proceedings of the Oslo-Silivri Conference 1992. T. Lindstrom, B. Oksendal, A.S. Ustunel eds. Gordon and Breach, p. 227-263 (1993).

16
F. Russo: Colombeau generalized functions and stochastic analysis. Stochastic analysis and applications in physics. Ed. AI Cardoso, M. de Faria, J. Potthoff, R. Sénéor, L. Streit. NATO ASI Series C: Mathematical and physical sciences. Vol 449 Kluwer, p. 329-350, Academic Publishers 1994

17
F. Russo, P. Vallois: Forward non-causal stochastic integration. Stochastic Processes, physics and Geometry II. Eds S. Albeverio, U. Cattaneo, D. Merlini, World scientific, p. 611-635, 1995.

18
R. Léandre, F. Russo: Estimations de densité pour l'équation de Zakai robuste. Journal of Potential Analysis 4, 521-545 (1995)

19
F. Russo, P. Vallois: The generalized covariation process and Itô formula. Stochastic Processes and their Applications, 59, p. 81-104 (1995)

20
R. Léandre, F. Russo: Density estimates for stochastic PDE's. Seminar on Stochastic Analysis, Random Fields and Applications, Ascona 1993, Eds. E. Bolthausen, M. Dozzi, F. Russo, p. 169-186, Progress in Probability 36, Birkäuser 1995

21
F. Russo, P. Vallois: Itô formula for C1 functions of a semimartingale.Probability theory and related fields. Vol. 104, 27-41 (1996)

22
S. Albeverio, Z. Haba, F. Russo: Trivial solutions for a non-linear two-space dimensional wave equation perturbed by space-time white noise. Stochastics and stochastic reports, Vol. 56, P. 127-160 (1996)

23
S. Albeverio, Z. Haba, F. Russo: On non-linear two-space dimensional wave equation perturbed by space-time white noise. Israel Math. Conf. Proc. 10, 1-25 (1996)

24
F. Russo, P. Vallois: Anticipative stochastic differential equations via Zvonkin method. Stochastic Processes and Related Topics, Series Stochastics Monograph, Vol. 10, Eds. H.J. Engelberdt, H. Föllmer, J. Zabczyk, Gordon & Breach Science Publishers, p. 129-138 (1996)

25
S. Albeverio, F. Russo: Stochastic partial differential equations, infinite dimensional stochastic processes and random fields: a short introduction. L. Vazquez, L. Streit, V.M. Perez-Garcia, Nonlinear Klein-Gordon and Schrödinger systems: theory and applications; p. 68-86. Singapore (1996).

26
S. Albeverio, R. Gielerak, F. Russo: Constructive approach to the Global Markov Property in the Euclidean quantum field theory. I. Constructions of transitions kernels. Markov ProcessesRelat. Fields, 3, 275-322 (1997)

27
S. Albeverio, R. Gielerak, F. Russo: General setting for stochastic processes associated with quantum fields. Stochastic Differential and Differential Equations, p. 77-89. Eds. I. Csiszhàr and Gy. Michaletzky, Birkhäuser (1997)

28
M. Oberguggenberger, F. Russo: Nonlinear stochastic wave equations. Integral transforms and special functions 6, 58-70 (1997).

29
F. Russo, P. Vallois: Product of two multiple stochastic integrals with respect to a normal martingale. Stochastic processes and its applications. 73, 47-68 (1998)

30
M. Errami, F. Russo: Covariation de convolution de martingales. Comptes Rendus de l'Académie des Sciences. t 326, Série 1, p. 601-606 (1998).

31
M. Oberguggenberger, F. Russo: Nonlinear SPDEs: Colombeau solutions and pathwise limits. Stochastic analysis and related topics. Eds. L. Decreusefonds, J. Gjerde, B. Oksendal, A.S. Ustunel eds. Birkh{\"a}user 319-332 (1998).

32
F. Russo, M. Oberguggenberger: White noise driven stochastic partial differential equations: triviality and non-triviality. M. Grosser, G. Hörmann, M. Kunzinger, M. Oberguggenberger (Eds.), Nonlinear Theory of Generalized Functions. Chapman \& Hall/CRC Research Notes in Mathematecis Series, CRC Press, p 315 - 333 (1999).

33
F. Russo, P. Vallois: Stochastic calculus with respect to a continuous finite quadratic variation process. Stochastics and Stochastics Reports 70, 1-40 (2000).

34
F. Russo, P. Vallois, J. Wolf: On a generalized class of Lyons-Zheng processes. Bernoulli Society 7(2), 363-371 (2001).

35
S. Albeverio, R. Gielerak, F. Russo: On the paths Hölder continuity in models of Euclidean Quantum Field Theory.
Stochastic analysis and its applications, 19(5), 677-702 (2001).

36
S. Albeverio, Z. Haba, F. Russo: A two space dimensional semilinear heat equation perturbed by white noise.
Probability Theory and Related Fields, 121, 319-366 (2001).

37
M. Oberguggenberger, F. Russo: Singular limits in nonlinear stochastic wave equations. In A.B. Cruzeiro, J.-C. Zambrini (Eds.), Stochastic Analysis and Mathematical Physics. Progress in Probability 50, Birkäuser 2001.

38
F. Flandoli, F. Russo: Generalized stochastic integration and stochastic ODE's.
Annals of Probability, Vol 30, No 1, 270-292 (2002)

39
F. Flandoli, F. Russo: Generalized calculus and SDEs with non-regular drift. Stochastics and stochastics reports,
Vol. 72 (1-2), 11-54 (2002).

40
M. Errami, F. Russo, P. Vallois: Itô formula for $C^{1,\lambda}$-functions of a càdlàg semimartingale.
Probab. Theory Rel. Fields, 1122, 191-221 (2002)

42
M. Errami, F. Russo: n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. Stochastic Processes and their Applications
104, 259-299 (2003)

43
M. Oberguggenberger, F. Russo: Fuzzy, probabilistic and stochastic modeling of an elastically bedded beam.
In: G. de Cooman, T. Fine, T. Seidenfeld (Eds.), ISIPTA'01, Proceedings of the Second Symposium on Imprecise
Probabilities and Their Applications. Shaker Publ. BV, Maastricht 2001, 293 - 300.

44
M. Gradinaru, F. Russo, P. Vallois: Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index $H \ge \frac{1}{4}$. Paris 13, LAGA, 2001-16. Annals of Probability, Vol. 31, No 4, 1772-1820 (2003)

45
F. Flandoli, F. Russo, J. Wolf: Some SDEs with distributional drift. Part I: General calculus.
Osaka Journal of Mathematics. Vol. 40, No 2, 493-542 (2003).

46
F. Flandoli, F. Russo, J. Wolf: Some SDEs with distributional drift. Part II: Lyons-Zheng structure, Ito's formula and
semimartingale characterization. Random Operators Stochastic Equations (ROSE),
Vol. 12, No. 2, 145--184 (2004).

47
S. Peszat, F. Russo. Large noise asymptotics for one-dimensional diffusions. Bernoulli 11 (2), 2005, 247-262.

48
M. Gradinaru, I. Nourdin, F. Russo, P. Vallois:
$m$-order integrals and generalized Itô's formula: the case of
fractional Brownian motion with any Hurst index.
Ann. Inst. H. Poincaré Probab. Statist. 41, no. 4, 781-806 (2005).

49
Z. Qian, F. Russo, W. Zheng: Comparison theorem and estimates for
transition probability densities of diffusion processes.
Probab. Theory and Relat. Fields 127, 388-406 (2003)

50
F. Russo, G. Trutnau:
About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains.
J. Funct. Anal. 221 (2005), no. 1, 37--82.

51
H. Bessaih, M. Gubinelli, F. Russo.
The evolution of a random vortex filament. Preprint LAGA, 2004-19.
Ann. Probab. 33 (2005), no. 5, 1825--1855.

52
F. Russo, C. Tudor.
On the bifractional Brownian motion.
Stochastic Processes and their applications,
116 (2006), 830-856.
Most cited articles 2005-2010

53
F. Russo. Stochastic Differential Equations (SDEs).
Preprint LAGA 2005-23.
Encyclopedia of Mathematical Physics, eds. J.-P. Françoise, G.L. Naber and
Tsou S.T. Oxford: Elsevier, 2006 (ISBN 978-0-1251-2666-3), volume 5 page p. 63-70.

54
F. Russo, P. Vallois.
Elements of stochastic calculus via regularization.
http://fr.arXiv.org/abs/math.PR/0603224
Séminaire de Probabilités XL,
Lecture Notes in Math., Vol. 1899, Berlin Heidelberg New-York,
Springer, 147-186 (2007).

55
R. Coviello, F. Russo.
Non-semimartingales: stochastic differential equations and weak Dirichlet processes.
Annals of Probability 2007, Vol. 35, No. 1, 255-308.
http://front.math.ucdavis.edu/math.PR/0602384

56
F. Gozzi, F. Russo.
Weak Dirichlet processes with a stochastic control perspective.
http://arxiv.org/abs/math/0604326
Stochastic Processes and their applications.
116, (2006) 1563-1583.

57
F. Gozzi, F. Russo.
Verification theorems for stochastic optimal control problems via a time dependent Fukushima - Dirichlet decomposition.
http://arxiv.org/abs/math/0604327
Stochastic Processes and their applications.
Volume 116, (2006) 1530-1562.

58
F. Russo, G. Trutnau, Some parabolic PDEs whose drift is an irregular random noise in space.
Preprint Paris 13, LAGA, 2006-02.
Annals of Probability 2007, Vol. 35, No. 6, 2213-2362.

59
I. Kruk, F. Russo, C. Tudor.
Wiener integrals, Malliavin calculus and covariance structure measure.
http://fr.arxiv.org/abs/math.PR/0606069.
J. Funct. Anal. 249 (2007), no. 1, 92--142.

60
F. Flandoli, M. Gubinelli and F. Russo:
On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model.
Annales de l'Institut Henri Poincaré. Section: Probabilités et
Statistiques 45 (2009), no. 2, 545--576.
http://arxiv.org/abs/math.PR/0703100

61
Ph. Blanchard, M. Röckner, F. Russo:
Probabilistic representation for solutions of an irregular porous
media type equation.
Annals of Probability, vol. 38, no. 5, pp. 1870–1900, oct, 2010
http://aps.arxiv.org/abs/0805.2383

62
V. Barbu, M. Röckner, F. Russo:
Probabilistic representation for solutions of an irregular porous media
type equation: the degenerate case
http://fr.arxiv.org/abs/0908.2701
Probability Theory and Related Fields, vol. 151, no 1-2, pp. 1-43, Springer, sep, 2011.

63
C. Di Girolami, F. Russo.
Clark-Ocone type formula for non-semimartingales with
non-trivial quadratic variation.
Comptes rendus de l'Acad\'emie des Sciences 349(3-4) (2011), pp. 209 – 214.
http://hal.archives-ouvertes.fr/inria-00484993/fr/

64
N. Belaribi, F. Cuvelier, F. Russo.
A probabilistic algorithm approximating solutions of a singular PDE of porous media type.
Monte Carlo Methods and Applications. 17 (2011), p. 317-369.
http://uma.ensta-paristech.fr/publication.php?id=1044
Previous version. Preprint HAL : inria--00535806, 2010.
http://hal.archives-ouvertes.fr/inria-00535806/en
(44 pages).

65
R. Coviello, C. Di Girolami, F. Russo.
On stochastic calculus related to financial assets without semimartingales.
Bulletin Scienses Mathématiques, vol. 135, pp. 733–774 (2011).
http://uma.ensta-paristech.fr/files/publis/2011/2011-art-uma1127-NSModels20juillet2011.pdf

66
C. Di Girolami, F. Russo.
Generalized covariation and extended Fukushima decompositions for
Banach space valued processes. Application to windows of Dirichlet processes.
Infinite Dimensional Analysis, Quantum Probability and Related Topics (IDA-QP), vol. 15(2), 2012.
http://hal-ensta.archives-ouvertes.fr/ENSTA/inria-00594871/fr/

67
N. Belaribi, F. Russo.
About Fokker-Planck equation with measurable coefficients:
application to the fast diffusion equation.
Vol. 17, no. 84, pp. 1-28, Electronic Journal in Probability, 2012.
http://hal.inria.fr/hal-00645483/fr/

68
S. Goutte, N. Oudjane, F. Russo.
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process.
Stochastic Analysis and Applications, 31: 108–141., jan, 2013.
http://arxiv.org/abs/1202.0619

69
N. Belaribi, F. Russo.
Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation.
Stochastic Partial Differential Equations: Analysis and Computations: Volume 1, Issue 1 (2013), Page 3-62, mar, 2013.
http://hal.inria.fr/hal-00723821

70
S. Goutte, N. Oudjane, F. Russo:
Variance Optimal Hedging for
continuous time processes
with independent increments and applications.
Stochastics An International Journal of Probability and Stochastic Processes.
vol. 81, Issue 1, pp. 147-185, jan, 2014
http://uma.ensta-paristech.fr/files/publis/2013/2013-art-uma1325-VarianceAdditContDecember2012.pdf

71
C. Di Girolami, F. Russo.
Generalized covariation for Banach space valued processes and Itô formula.
Osaka Journal of Mathematics, vol. 51(3), 2014.
http://hal.archives-ouvertes.fr/inria-00545660/en/

72
S. Goutte, N. Oudjane, F. Russo.
Variance Optimal Hedging for discrete time processes
with independent increments. Applications to Electricity Markets.
Implemented on "PREMIA" (MathRisk Project, INRIA).
Journal of Computational Finance., vol. 17 (2), pp. 71-111, jan, 2014
http://uma.ensta-paristech.fr/publication.php?id=1169
Previous version:
http://hal.archives-ouvertes.fr/inria-00473032/fr/

73
C. Di Girolami, G. Fabbri, F. Russo.
The covariation for Banach space valued processes and applications.
Metrika, vol. 77, pp. 51-104, jan, 2014
http://uma.ensta-paristech.fr/files/publis/2014/2014-art-uma1321-DiFaRuMetrikaJuly2013RevSubmitted.pdf

74
I. Ciotir and F. Russo.
Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: the case of the half-line.
Differential and Integral Equations. Advances in Differential Equations., vol. 27 1/2, pp. 181-200, jan, 2014
http://hal.inria.fr/hal-00812842

75
C. Ceci, A. Cretarola and F. Russo.
GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Stochastics and Dynamics, vol. 14(2) (2014), 1350019.
http://hal.inria.fr/hal-00812842

76
C. Ceci, A. Cretarola and F. Russo.
BSDEs under partial information and financial applications.
Stochastic processes and applications., vol. 124 (8), 2628--2653 (2014).
http://www.sciencedirect.com/science/article/pii/S0304414914000544

77
V. Barbu, M. Röckner and F. Russo.
The Stochastic Porous Media Equations in $\R^d$.
Journal de Mathematiques Pures et Appliquees., vol. 103 (4), pp. 1024-1052
(2015).
https://hal.archives-ouvertes.fr/hal-00921597

78
F. Russo and F. Viens.
Gaussian and non-Gaussian processes of zero power variation.
ESAIM P \& S, vol. 19, pp. 414-439, (2015).
The Stochastic Porous Media Equations in $\R^d$.
Journal de Mathematiques Pures et Appliquees., vol. 103 (4), pp. 1024-1052
(2015).
http://www.esaim-ps.org/articles/ps/abs/2015/01/ps140031/ps140031.html
http://hal.archives-ouvertes.fr/inria-00438532/fr

79
Y. Ouknine, F. Russo and G. Trutnau.
On countably skewed Brownian motion with accumulation point.
Electronic Journal in Probability., vol. 20 (82), pp. 1-27 (2015).
http://projecteuclid.org/euclid.ejp/1465067189
https://hal.inria.fr/hal-00850095

80
A. Cosso and F. Russo.
Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion.
vol. 138, pp. 27-80, Springer Proceedings in Mathematics and Statistics. F.E. Benth and G. Di Nunno (eds.), Stochastics of Environmental and
Financial Economics (2015)
http://link.springer.com/chapter/10.1007%2F978-3-319-23425-0_2

81
I. Laachir and F. Russo
BSDEs, càdlàg martingale problems and orthogonalization under basis risk.
SIAM Journal on Financial Mathematics., vol. 7, pp. 308-356 (2016).
http://epubs.siam.org/doi/10.1137/140996239
https://hal.archives-ouvertes.fr/hal-01086227

82
A. Cosso, C. Di Girolami and F. Russo
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
Probability on Algebraic and Geometric Structures, June 5-7 2014
Contemporary Mathematics 668. American Mathematical Society, Providence, RI
https://hal.archives-ouvertes.fr/hal-01088856

83
A. Cosso and F. Russo
Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations.
Infinite Dimensional Analysis, Quantum Probability and Related Topics. 19 (4) 1650024 December (2016)
http://www.worldscientific.com/doi/abs/10.1142/S0219025716500247
https://hal.archives-ouvertes.fr/hal-01145300

84
F. Flandoli, F. Russo and G. Zanco
Infinite-dimensional calculus under weak spatial regularity of the processes.
Journal of Theoretical Probability, pp 1–38 (2016).
https://link.springer.com/article/10.1007%2Fs10959-016-0724-2
https://hal.archives-ouvertes.fr/hal-01226154

85
A. Le Cavil, N. Oudjane and F. Russo
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations.
ALEA (Latin American Journal Of Probability And Mathematical Statistics) 13, pp1189-1233 (2016)
http://alea.impa.br/english/index_v13.htm
https://hal.archives-ouvertes.fr/hal-01241701

86
M. Röckner and F. Russo
Uniqueness for a class of stochastic Fokker-Planck and porous media equations.
Journal of Evolution Equations (2017).
https://link.springer.com/article/10.1007%2Fs00028-016-0372-0

87
F. Russo and L. Wurzer
Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
Stochastics and Dynamics 17 (4) (2017) pp. 1750030.
http://www.worldscientific.com/doi/abs/10.1142/S0219493717500307
https://hal.archives-ouvertes.fr/hal-01023176

87
G. Fabbri and F. Russo
Infinite dimensional weak Dirichlet processes and convolution type processes.
Stochastic Processes and its Applications 127 (1) pp 325-357 (2017).
http://www.sciencedirect.com/science/article/pii/S0304414916300849?via%3Dihub
https://hal.archives-ouvertes.fr/hal-01330684

88
F. Flandoli, E. Issoglio and F. Russo
Multidimensional stochastic differential equations with distributional drift.
Transactions of the American Mathematical Society 369 (3) (2017).
http://www.ams.org/journals/tran/2017-369-03/S0002-9947-2016-06729-X/
https://hal.archives-ouvertes.fr/hal-00935399

89
A. Le Cavil, N. Oudjane and F. Russo
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations.
Stochastics and partial differential equations: Analysis and Computation.
Vol. 5 (1), pp1-37
https://link.springer.com/article/10.1007%2Fs40072-016-0079-9

Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
Probability on Algebraic and Geometric Structures, June 5-7 2014
Contemporary Mathematics 668. American Mathematical Society, Providence, RI
https://hal.archives-ouvertes.fr/hal-01088856

Publications acceptées et à paraître

http://uma.ensta-paristech.fr/~russo

Preprints soumis (en cours d'évaluation)

http://uma.ensta-paristech.fr/~russo

Rapports techniques (Unpublished papers and monographs)

A
E. Andrianjakaherivola, F. Russo: The quantile of a diffusion. Pricing a quantile lookback option. Preprint Paris 13, LAGA, 2001-08.
Preprint Paris 13, LAGA, 2001-08.

B
R. Coviello, F. Russo.
Modeling financial assets without semimartingales.
Preprint BiBoS Bielefeld 2006-06-06-219
Technical report (2006)
http://arxiv.org/abs/math.PR/0606642

C
S. Goutte, N. Oudjane, F. Russo:
Variance Optimal Hedging for
continuous time processes
with independent increments and applications.
Preprint HAL inria-00437984, 2009.
Technical report
http://fr.arxiv.org/abs/0912.0372

D
F. Russo, F. Viens.
Gaussian and non-Gaussian processes of zero power variation and related calculus.
Preprint HAL inria-00438532, 2009.
http://hal.archives-ouvertes.fr/inria-00438532/fr

E
C. Di Girolami, F. Russo.
Infinite dimensional stochastic calculus via regularization.
Preprint HAL : inria-00473947, 2010.
http://hal.archives-ouvertes.fr/inria-00473947/fr/
(160 pages, Monograph).

F
I. Kruk and F. Russo.
Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes
http://fr.arxiv.org/abs/1011.6478
(120 pages, Monograph).

Edition

E. Bolthausen, M. Dozzi, F. Russo, eds. Progress in Probability, Vol. 36. Seminar on Stochastic Analysis, Random Fields
and Applications, Centro Stefano Franscini, Ascona 1993. Birkhäuser (1995).

R. Dalang, M. Dozzi, F. Russo, eds. Seminar on Stochastis, Analysis, Random Fields and Applications. Progress in Probability, Vol. 45, Birkhäuser, Basel (1999) ISBN 3-7643-6106-9.

3
R. Dalang, M. Dozzi, F. Russo, eds. Seminar on Stochastis Analysis, Random Fields and Applications III,
Centro Stefano Franscini, Ascona 1999. Progress in Probability, Vol. 52, Birkhäuser, Basel-Boston-Berlin (2002).
ISBN 3-7643-6721

4
R. Dalang, M. Dozzi, F. Russo, eds.
Seminar on stochastic analysis, random fields and applications IV,
Progress in Probability 58, Birkhäuser Verlag 2004
ISBN 3-7643-7131-5

5
R. Dalang, M. Dozzi, F. Russo, eds.
Seminar on stochastic analysis, random fields and applications V,
Ascona 2005, Progress in Probability 59, Birkäuser Verlag 2008
ISBN 978-3-7643-8457-9

6
R. Dalang, M. Dozzi, F. Russo, eds.
Seminar on stochastic analysis, random fields and applications VI,
Ascona 2008, Progress in Probability 63, Birkhäuser Verlag 2011.
ISBN 978-3-0348-0020-4

7
R. Dalang, M. Dozzi, F. Russo, eds.
Seminar on stochastic analysis, random fields and applications VII,
Ascona 2011, vol. 67, pp. 469 p., Birkhäuser Applied Probability and Statistics (Springer), 2013

ISBN 978-3-0348-0544-5.
http://www.springer.com/birkhause r/applied+probability+and+statistics/book/978-3-0348-0544-5

8
F. Flandoli, R. Dalang, M. Dozzi, F. Russo, eds.

Stochastic analysis: a series of lectures, Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale, Lausanne (Switzerland).
Progress Probability 68, Birkäuser Verlag, aug, 2015.
http://www.springer.com/de/book/9783034809085

Dernière mise à jour: 28 juillet 2017