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portada seminar on stochastic analysis, random fields and applications iv
seminar on stochastic analysis, random fields and applications ivseminar on stochastic analysis, random fields and applications iv
Type
Physical Book
Publisher
Language
English
Pages
328
ISBN
3764371315
ISBN13
9783764371319
Categories

seminar on stochastic analysis, random fields and applications iv

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Synopsis "seminar on stochastic analysis, random fields and applications iv"

this volume contains twenty refereed research or review papers presented at the 4th seminar on stochastic processes, random fields and applications, which took place at the centro stefano franscini (monte verit ) in ascona, switzerland, from may 19 to 24, 2002. the seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. the book will be a valuable resource for both researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.contributors: r.j. adler, x. bardina, j. bertoin, p. biane, a.b. cruzeiro, j.a. cuesta-albertos, r.c. dalang, i.m. davies, s. deparis, m.a. diop, e. eberlein, f. flandoli, j.-p. fouque, m. gubinelli, e.a. v. hammerstein, p. imkeller, s. kwapien, r. léandre, p. lescot, o. lévêque, d. márquez-carreras, c. martini, a. mira, g. papanicolaou, e. pardoux, i. pavlyukevich, m.-c. quenez, j. rosinski, c. rovira, r. sircar, c. stricker, p. tenconi, s. tindel, a. truman, m. wschebor, m. yor, j.-c. zambrini, x. zhang, h. zhao

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