Stochastic analysis: papers from the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia

This special issue of the journal Stochastics, An International Journal of Probability and Stochastic Processes, contains refereed research articles on stochastic analysis resulting from the International Conference on Stochastic Analysis and Applications that took place in Hammamet, Tunisia, from 19 to 23 October 2015.

This conference was organized by: Bernt Øksendal (University of Oslo, Norway), Habib Ouerdiane (University of Tunis El Manar, Tunisia), Mete Soner (ETH Zürich, Swizerland), and Nizar Touzi (Ecole Polytechnique, France), with the support of the University of Tunis El Manar (Tunisia), Ecole Polytechnique (France), ETH Zürich (Swizerland), Association Tuniso-Euro-Méditerranéenne pour le Développement des Mathématiques et ses Applications (ATEMMA) (Tunisia) and the Centre of Mathematics for Applications, University of Oslo (Norway). The conference was also sponsored by grants from the Tunisian Ministry for Higher Education and Scientific Research, the Faculty of Sciences of Tunis and other Tunisian Research Institutes.

This meeting was devoted to the exposition of recent developments in stochastic analysis and its applications, infinite dimensional analysis and quantum probability, optimal transport and stochastic control and filtering, martingale transport, control in non-Markovian systems, mathematical finance, Monte Carlo methods and white noise analysis.

We are grateful to Saul Jacka, Editor-in-Chief of Stochastics, for his great help in publishing these proceedings in a special issue of this journal.

A large number of colleagues have anonymously and graciously contributed to this volume as referees, special thanks are due to them.

Finally, we hope that this conference has contributed not only to the promotion of scientific activities, but also to mutual international understanding.

Guest Editors
Bernt Øksendal, Habib Ouerdiane, Mete Soner and Nizar Touzi
Oslo/Tunis/Zürich/Paris