Stochastic analysis and related topics V. [contributions of the participants to the Oslo-Silivri Workshop on Stochastic Analysis, held in Silivri, from July 18 to July 29, 1994].

Körezlio?lu, Hayri:

ISBN 10: 0817638873 / ISBN 13: 9780817638870

Editore: Boston, Birkhauser, 1996

Riguardo questo articolo

294 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04283 9780817638870 Sprache: Englisch Gewicht in Gramm: 550.

Codice articolo 2490513

Dati bibliografici

• Titolo: Stochastic analysis and related topics V. [contributions of the participants to the Oslo-Silivri Workshop on Stochastic Analysis, held in Silivri, from July 18 to July 29, 1994].
• Editore: Boston, Birkhauser
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0817638873
• ISBN 13: 9780817638870
• Rilegatura: Hardcover
• Cataloghi dei venditori:
  • SA MATHEMATIK

Descrizione articolo

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.

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.