Articles liés à Stochastic Processes and Related Topics

Stochastic Processes and Related Topics - Couverture souple

 
9780367396145: Stochastic Processes and Related Topics
Couverture souple
ISBN 10 : 0367396149 ISBN 13 : 9780367396145
Editeur : CRC Press, 2019

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Rainer Buckdahn, Hans J. Engelbert, Marc Yor

À propos de la quatrième de couverture

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
CRC Press
Date d'édition
2019
Langue
anglais
ISBN 10 
0367396149
ISBN 13 
9780367396145
Reliure
Broché
Nombre de pages
296
Éditeur
Buckdahn Rainer, Engelbert Hans J., Yor Marc
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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