Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability) - Softcover

Softcover

ISBN 10: 3034897278 ISBN 13: 9783034897273

Verlag: Birkhäuser, 2012

Über diesen Titel

Reseña del editor

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

Contraportada

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models.

The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.

Contributors:

S. Albeverio

S. Ankirchner

V. Bogachev

R. Brummelhuis

Z. Brze niak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipovi

B. Goldys

M. Hairer

E. Hausenblas

F. Hubalek

H. Hulley

P. Imkeller

A. Jakubowski

A. Kohatsu-Higa

A. Kovaleva

E. Kyprianou

C. Leonard

J. Lorinczi

A. Malyarenko

B. Maslowski

J.C. Mattingly

S. Mazzucchi

L. Overbeck

E. Platen

M. Rockner

M. Romito

T. Schmidt

R. Sircar

W. Stannat

K.-T. Sturm

A. Toussaint

L. Vostrikova

J. Woerner

Y. Xiao

J.-C. Zambrini

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 2012
• ISBN 10: 3034897278
• ISBN 13: 9783034897273
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 316
• Herausgeber: Dalang Robert, Dozzi Marco, Russo Francesco