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Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Stochastics Monographs) - Hardcover

 
9780415298834: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Stochastics Monographs)
Hardcover
ISBN 10: 0415298830 ISBN 13: 9780415298834
Publisher: CRC Press, 2002

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Synopsis

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.

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About the Author

Rainer Buckdahn, Hans J. Engelbert, Marc Yor

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Other Popular Editions of the Same Title

9780367396145: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

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ISBN 10:  0367396149 ISBN 13:  9780367396145
Publisher: CRC Press, 2019
Softcover