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Stochastic models : Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico Congresos, conferencias eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, R.I. :
American Mathematical Society,
2003.
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| Colección: | Aportaciones matemáticas.
Contemporary mathematics (American Mathematical Society) ; v. 336. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- ""Contents""; ""Preface""; ""Lecture Notes""; ""Stochastic Integration with Respect to Fractional Brownian Motion and Applications""; ""Entropy and Economic Equilibrium""; ""Credit Risk
- A Survey""; ""Research Papers""; ""Optimal Investment in Incomplete Financial Markets with Stochastic Volatility""; ""Price Calculation for Power Exponential Jump�Diffusion Models�A Hermite�Series Approach""; ""Conditions for Nonconservativity in Quantum Dynamical Semigroups""; ""Some Notes on a Dependency Measure""; ""An Example of an Averaged Markov Decision Process without Stable Policies""
- ""Closeness Estimates for Sums of Independent Random Variables""""An Example of Infinite Dimensional Quasi�Helix""; ""A Non�homogeneous Wave Equation Driven by a Poisson Process""; ""Existence of Self-Intersection Local Time of the Multitype Dawson�Watanabe Superprocess""; ""Lévy Processes in Banach Spaces: Distributional Properties and Subordination""; ""Phase Space Path Integral Representation for the Solution of a Stochastic Schrödinger Equation""; ""A Note on Covariance Characterization of some Generalized Gaussian Random Fields""