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N� de ref. del art�culo CBS 9783764384579

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Detalles bibliogr�ficos

T�tulo

Seminar On Stochastic Analysis, Random Fields And Applications V

Editor

SP BIRKHAUSER

Fecha de publicaci�n

2007

Idioma

Ingl�s

ISBN 10

3764384573

ISBN 13

9783764384579

Encuadernaci�n

Encuadernaci�n de tapa dura

Estado

Brand New

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Sinopsis

This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.

De la contraportada

This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verit�) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering.

The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.

Contributors:

Y. Asai, J.-P. Aubin, C. Becker, M. Bena�m, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferri�re, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. L�andre, P. Lescot, H. Lisei, J.A. L�pez-Mimbela, V. Mandrekar, S. M�l�ard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. R�ckner, B. R�diger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Sol�, M. Scheutzow, A. So�s, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski

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