Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 /

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 Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differe...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Dalang, Robert (Editor ), Dozzi, Marco (Editor ), Russo, Francesco (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Springer Basel : Imprint: Birkhäuser, 2011.
Edición:1st ed. 2011.
Colección:Progress in Probability, 63
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Descripción
Sumario: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 Verità) 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. Brzeźniak R. Carmona C. Ceci J.M. Corcuera A.B. Cruzeiro G. Da Prato M. Fehr D. Filipović B. Goldys M. Hairer E. Hausenblas F. Hubalek H. Hulley P. Imkeller A. Jakubowski A. Kohatsu-Higa A. Kovaleva E. Kyprianou C. Léonard J. Lörinczi A. Malyarenko B. Maslowski J.C. Mattingly S. Mazzucchi L. Overbeck E. Platen M. Röckner M. Romito T. Schmidt R. Sircar W. Stannat K.-T. Sturm A. Toussaint L. Vostrikova J. Woerner Y. Xiao J.-C. Zambrini.
Descripción Física:XII, 492 p. online resource.
ISBN:9783034800211
ISSN:2297-0428 ;

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