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Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (Progress in Probability, 63) - Softcover
Synopsis
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 Verità) 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.
"synopsis" may belong to another edition of this title.
From the Back Cover
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 Verità) 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. Brzeźniak
R. Carmona
C. Ceci
J.M. Corcuera
A.B. Cruzeiro
G. Da Prato
M. Fehr
D. Filipović
B. Goldys
M. Hairer
E. Hausenblas
F. Hubalek
H. Hulley
P. Imkeller
A. Jakubowski
A. Kohatsu-Higa
A. Kovaleva
E. Kyprianou
C. Léonard
J. Lörinczi
A. Malyarenko
B. Maslowski
J.C. Mattingly
S. Mazzucchi
L. Overbeck
E. Platen
M. Röckner
M. Romito
T. Schmidt
R. Sircar
W. Stannat
K.-T. Sturm
A. Toussaint
L. Vostrikova
J. Woerner
Y. Xiao
J.-C. Zambrini
"About this title" may belong to another edition of this title.
- PublisherBirkhäuser
- Publication date2013
- ISBN 10 3034803257
- ISBN 13 9783034803250
- BindingPaperback
- LanguageEnglish
- Number of pages504
- EditorDalang Robert, Dozzi Marco, Russo Francesco
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Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (Progress in Probability, 63)
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Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008
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Seminar on Stochastic Analysis, Random Fields and Applications VI
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ISBN 13: 9783034803250
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Verità) 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. Seller Inventory # 9783034803250
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