Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008

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ISBN 10: 3034803257 / ISBN 13: 9783034803250

Verlag: Springer Basel, 2013

Beschreibung

Zustand: Sehr gut | Seiten: 504 | Sprache: Englisch | Produktart: Bücher.

Bestandsnummer des Verkäufers 23730403/2

Bibliografische Details

• Titel: Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008
• Verlag: Springer Basel
• Erscheinungsjahr: 2013
• Sprache: Englisch
• ISBN-10: 3034803257
• ISBN-13: 9783034803250
• Einband: Softcover
• Zustand: Sehr gut

Über diesen Titel

Inhaltsangabe

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 Verità) 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.

Von der hinteren Coverseite

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 Verità) 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. Brzezniak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipovic

B. Goldys

M. Hairer

E. Hausenblas

F. Hubalek

H. Hulley

P. Imkeller

A. Jakubowski

A. Kohatsu-Higa

A. Kovaleva

E. Kyprianou

C. Léonard

J. Lörinczi

A. Malyarenko

B. Maslowski

J.C. Mattingly

S. Mazzucchi

L. Overbeck

E. Platen

M. Röckner

M. Romito

T. Schmidt

R. Sircar

W. Stannat

K.-T. Sturm

A. Toussaint

L. Vostrikova

J. Woerner

Y. Xiao

J.-C. Zambrini