Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

ISBN 10: 0367396149 / ISBN 13: 9780367396145

Published by CRC Press, 2019

About this Item

Seller Inventory # I-9780367396145

Bibliographic Details

• Title: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
• Publisher: CRC Press
• Publication Date: 2019
• Language: English
• ISBN 10: 0367396149
• ISBN 13: 9780367396145
• Binding: Soft cover
• Condition: New

About this title

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.

About the Author

Rainer Buckdahn, Hans J. Engelbert, Marc Yor