Stochastic Analysis and Related Topics V: The Silivri Workshop, 1994: 38 - Rilegato

Rilegato

ISBN 10: 0817638873 ISBN 13: 9780817638870

Casa editrice: Birkhauser, 1996

Riassunto

This text presents the proceedings of a workshop held in silivri in 1994 on the subject of stochastic analysis. It should particularly appeal to people in mathematical finance.

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Contenuti

Main Lectures.- Mathematical Theory of Communication Networks.- State-Space Models of the Term Structure of Interest Rates.- Theory of Capacity on the Wiener Space.- Contributed Papers.- A Model for Loss of Profits Insurance.- A Note on Population Growth in a Crowded Stochastic Environment.- A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial Conditions.- Wick products of Complex Valued Random Variables.- Two Classes of Stochastic Dirichlet Equations which Admit Explicit Solution Formulas.- Semi-Implicit Euler-Maruyama Scheme for Stiff Stochastic Equations.- Wick Approximation of Quasilinear Stochastic Differential Equations.- The Circle as a Fermionic Distribution.- Linear Skorohod Stochastic Differential Equations on Poisson Space.- Diffusion Approximation for Elliptic Stochastic Differential Equations.- Absolute Continuity of Monotone Shifts on the Wiener Space.- Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations.

Dettagli dell'edizione

• Editore: Birkhauser
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0817638873
• ISBN 13: 9780817638870
• Rilegatura: Copertina rigida
• Numero di pagine: 294
• Redattore: Korezlioglu H., Oksendal Brent, Ustunel A. S.
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile