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Stochastic Models (Contemporary Mathematics): Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico - Softcover
Synopsis
The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.
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Stochastic Models
Published by
American Mathematical Society, 2003
ISBN 10: 0821834665
ISBN 13: 9780821834664
Used
Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
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Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 10008282-6