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Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002: 58 (Progress in Probability) - Hardcover
Inhaltsangabe
This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
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This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
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- VerlagBirkhäuser
- Erscheinungsdatum2004
- ISBN 10 3764371315
- ISBN 13 9783764371319
- EinbandTapa dura
- SpracheEnglisch
- Anzahl der Seiten344
- HerausgeberDalang Robert, Dozzi Marco, Russo Francesco
- Kontakt zum HerstellerNicht verfügbar
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Seminar on Stochastic Analysis, Random Fields and Applications IV. Pt.4
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Springer, Basel, Birkhäuser Basel, Birkhäuser Sep 2004, 2004
ISBN 10: 3764371315
ISBN 13: 9783764371319
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Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro Stefano Fran scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented. 328 pp. Englisch. Bestandsnummer des Verkäufers 9783764371319
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Seminar on Stochastic Analysis, Random Fields and Applications IV : Centro Stefano Franscini, Ascona, May 2002
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro Stefano Fran scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented. Bestandsnummer des Verkäufers 9783764371319
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Seminar on Stochastic Analysis, Random Fields and Applications IV
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Gebunden. Zustand: New. Wide range of topics in stochastic analysis and financial engineeringParticular emphasis on applications to fluid dynamics, statistical physics, biology, and mathematical financeThis volume contains twenty refereed papers presented at t. Bestandsnummer des Verkäufers 5279608
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Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002 (Progress in Probability, 58)
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Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002 (Progress in Probability, 58)
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Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002 (Progress in Probability) (Pt. 4)
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