Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008: 6 - Brossura

 
9783034803250: Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008: 6

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

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. Brzezniak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipovic

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

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9783034800204: Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008: 63

Edizione in evidenza

ISBN 10:  3034800207 ISBN 13:  9783034800204
Casa editrice: Birkhauser, 2011
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