Stochastic Processes and Optimal Control: Vol 7 (Stochastic Monographs) - Hardcover

Engelbert, Hans J.; Karatzas, Ioanis; Rockner, Michael

Hardcover

ISBN 10: 2881249272 ISBN 13: 9782881249273

Publisher: Gordon & Breach Science Publishers Ltd, 1993

Synopsis

This volume comprises lectures presented at the 9th Winter School on Stochastic Processes and Optimal Control, held in Friedrichroda, Germany, 1-7 March 1992.
Focusing on the most interesting problems currently facing stochastic processes researchers. The winter school organized two series of lectures, Constrained Control Problems in Finance Mathematics, given by Ioanis Karatzas and Dirichlet Forms and Stochastic Processes, presented by Michael Rockner. Other papers in this collection detail recent developments in stochastic processes, stochastic analysis, Markov processes and optimal stochastic control.
It is hoped that this volume will give a unique insight into the work of the winter school and will be of considerable value to graduate students and researchers working on both the theory and the applications of stochastic processes.

About this title

Synopsis

Focusing on problems facing stochastic processes researchers, this text aims to provide an insight into the theory and applications of stochastic processes. This volume comprises lectures presented at the 9th Winter School on Stochastic Processes and Optimal Control in 1992.

Edition details

• Publisher: Gordon & Breach Science Publishers Ltd
• Publication date: 1993
• Language: English
• ISBN 10: 2881249272
• ISBN 13: 9782881249273
• Binding: Hardcover
• Number of pages: 216