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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability, 45) - Hardcover
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.
- PublisherBirkhäuser
- Publication date1999
- ISBN 10 3764361069
- ISBN 13 9783764361068
- BindingHardcover
- LanguageEnglish
- Number of pages310
- EditorDalang Robert, Dozzi Marco, Russo Francesco
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Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996
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