Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability, 45) - Hardcover

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9783764361068: Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability, 45)
Hardcover
ISBN 10: 3764361069 ISBN 13: 9783764361068
Publisher: Birkhäuser, 1999

Synopsis

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

"synopsis" may belong to another edition of this title.

From the Back Cover

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 Verita) 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. Brze niak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipovi

B. Goldys

M. Hairer

E. Hausenblas

F. Hubalek

H. Hulley

P. Imkeller

A. Jakubowski

A. Kohatsu-Higa

A. Kovaleva

E. Kyprianou

C. Leonard

J. Lorinczi

A. Malyarenko

B. Maslowski

J.C. Mattingly

S. Mazzucchi

L. Overbeck

E. Platen

M. Rockner

M. Romito

T. Schmidt

R. Sircar

W. Stannat

K.-T. Sturm

A. Toussaint

L. Vostrikova

J. Woerner

Y. Xiao

J.-C. Zambrini

Synopsis

This volume contains 20 refereed research or review papers presented at the six-day second seminar on stochastic analysis, random fields and applications. The seminar focused on: stochastic analysis with an emphasis on stochastic partial differential equations and measure valued diffusions; applications of stochastic analysis to the engineering sciences; and financial modelling.

"About this title" may belong to another edition of this title.

Publisher
Birkhäuser
Publication date
1999
Language
English
ISBN 10 
3764361069
ISBN 13 
9783764361068
Binding
Hardcover
Number of pages
310
Editor
Dalang Robert, Dozzi Marco, Russo Francesco

Other Popular Editions of the Same Title

9783034897273: Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability, 45)

Featured Edition

ISBN 10:  3034897278 ISBN 13:  9783034897273
Publisher: Birkhäuser, 2012
Softcover