Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996

Robert C. Dalang

ISBN 10: 3764361069 / ISBN 13: 9783764361068

Published by Springer, Basel, Birkhäuser Basel, Birkhäuser, 1999

About this Item

Neuware - 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.

Seller Inventory # 9783764361068

Bibliographic Details

• Title: Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996
• Publisher: Springer, Basel, Birkhäuser Basel, Birkhäuser
• Publication Date: 1999
• Language: English
• ISBN 10: 3764361069
• ISBN 13: 9783764361068
• Binding: Buch
• Condition: Neu

About this title

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.

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