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.
"Sinopsis" puede pertenecer a otra edición de este libro.
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
"Sobre este título" puede pertenecer a otra edición de este libro.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - 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. 316 pp. Englisch. Nº de ref. del artículo: 9783034897273
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 s. Nº de ref. del artículo: 4319539
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783034897273
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Taschenbuch. Condición: Neu. Seminar on Stochastic Analysis, Random Fields and Applications | Centro Stefano Franscini, Ascona, September 1996 | Robert Dalang (u. a.) | Taschenbuch | Progress in Probability | x | Englisch | 2012 | Birkhäuser | EAN 9783034897273 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Nº de ref. del artículo: 105719150
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -On a semigroup approach to no-arbitrage pricing theory.- Generalized random vector fields and Euclidean quantum vector fields.- Central limit theorem for the local time of a Gaussian process.- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion.- A microscopic model of phase field type.- Ergodic backward SDE and associated PDE.- Statistical manifolds, self-parallel curves and learning processes.- Law of iterated logarithm for parabolic SPDEs.- Random production flows. An exactly solvable fluid model.- A compactness principle for bounded sequences of martingales with applications.- Risk minimizing hedging strategies under partial observation.- Multiparameter Markov processes and capacity.- Iterated Brownian motion and its intrinsic skeletal structure.- Heavy traffic and optimal control methods for a communications system.- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch.- Independence of a class of multiple stochastic integrals.- Existence of invariant measures for diffusion processes on Banach spaces.- On some new type of infinite dimensional Laplacians.- Stochastic PDE's of Schrödinger type and stochastic Mehler kernels - a path integral approach.- Probability and quantum symmetries in a Riemannian manifold.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 316 pp. Englisch. Nº de ref. del artículo: 9783034897273
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