Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011
Language: English
Published by Birkhäuser, 2013
- Hardcover
- Used
Seller: Buchpark, Trebbin, GermanyBuchpark
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Add to basketItem description from seller
Zustand: Sehr gut | Seiten: 484 | Sprache: Englisch | Produktart: Bücher | This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.¿.
Seller Inventory # 24135807/2
- Title
- Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011
- Author
- Unbekannt
- Publisher
- Birkhäuser
- Publication year
- 2013
- Condition
- Sehr gut
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3034805446
- ISBN 13
- 9783034805445
- Series
- Book 50 of 63: Progress in Probability
- Seller catalogs
- Bücher
"Synopsis" may belong to another edition of this title.
From the Back Cover
This book presents refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications, which was held at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2011. The seminar mainly focused on:
• stochastic (partial) differential equations, especially with regard to jump processes, construction of solutions and approximations
• Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems
• stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing.
The notes of the public lecture held by Nicolas Bouleau on the fundamental question of whether there can be an excessive mathematization of the world in an economic context are also included.
The book will be a valuable resource for researchers working in stochastic analysis and for professionals interested in stochastic methods in finance.
Contributors:
R. Balan
F.E. Benth
F. Biagini
N. Bouleau
S. Cawston
C. Ceci
R. Cogo
G. Di Nunno
R. Eden
H. Eyjolfsson
B. Ferrario
D. Filipovic
A. Gombani
I. Gyöngy
B. Jourdain
A. Kohatsu-Higa
T. Lim
V. Ly Vath
V. Mandrekar
C. Marinelli
L.M. Morato
H.-L. Ngo
I. Nourdin
G. Peccati
B. Rüdiger
W.J. Runggaldier
J.-M. Sahut
M. Sbai
S. Scotti
S. Sjursen
R. Speicher
S.S. Sritharan
W. Stannat
P.R. Stinga
S. Tappe
S. Ugolini
A.R.L. Valdez
T. Vargiolu
F. Viens
L. Vostrikova
M. Xu"About the title" may belong to another edition of this title.
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