Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008
Sergio Albeverio, Sonia Mazzucchi (auth.), Robert Dalang, Marco Dozzi, Francesco Russo (eds.)
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 Verit� ) 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
Catégories:
Année:
2011
Edition:
1st Edition.
Editeur::
Springer Basel
Langue:
english
Pages:
505
ISBN 10:
3034800215
ISBN 13:
9783034800211
Collection:
Progress in Probability 63
Fichier:
PDF, 5.31 MB
IPFS:
,
english, 2011
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