Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 - Tapa blanda

 
9780367396145: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
Tapa blanda
ISBN 10: 0367396149 ISBN 13: 9780367396145
Editorial: CRC Press, 2019

Sinopsis

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.

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Acerca del autor

Rainer Buckdahn, Hans J. Engelbert, Marc Yor

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Editorial
CRC Press
Año de publicación
2019
Idioma
Inglés
ISBN 10 
0367396149
ISBN 13 
9780367396145
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
292
Editor
Yor Marc, Engelbert Hans J., Buckdahn Rainer
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9780415298834: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Stochastics Monographs)

Edición Destacada

ISBN 10:  0415298830 ISBN 13:  9780415298834
Editorial: CRC Press, 2002
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