Seminar on Stochastic Analysis, Random Fields and Applications VII. Centro Stefano Franscini, Ascona, May 2011.

Dalang, Robert C.; Dozzi, Marco; Russo, Francesco (Eds.)

ISBN 10: 3034805446 / ISBN 13: 9783034805445

Edité par Basel, Birkhäuser., 2013

XI, 469 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Progress in Probability; 67. Sprache: Englisch. N° de réf. du vendeur 2218CB

Synopsis :

This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

Détails bibliographiques

Titre : Seminar on Stochastic Analysis, Random ...
Éditeur : Basel, Birkhäuser.
Date d'édition : 2013
Reliure : Couverture rigide