Verkauf durch Sack Fachmedien

Dalang / Russo / Dozzi

Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, September 1996

Medium: Buch
ISBN: 978-3-0348-9727-3
Verlag: Birkhäuser Basel
Erscheinungstermin: 12.10.2012
Lieferfrist: bis zu 10 Tage

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.


Produkteigenschaften


  • Artikelnummer: 9783034897273
  • Medium: Buch
  • ISBN: 978-3-0348-9727-3
  • Verlag: Birkhäuser Basel
  • Erscheinungstermin: 12.10.2012
  • Sprache(n): Englisch
  • Auflage: Softcover Nachdruck of the original 1. Auflage 1999
  • Serie: Progress in Probability
  • Produktform: Kartoniert
  • Gewicht: 482 g
  • Seiten: 300
  • Format (B x H x T): 155 x 235 x 18 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Herausgeber

On a semigroup approach to no-arbitrage pricing theory.- Generalized random vector fields and Euclidean quantum vector fields.- Central limit theorem for the local time of a Gaussian process.- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion.- A microscopic model of phase field type.- Ergodic backward SDE and associated PDE.- Statistical manifolds, self-parallel curves and learning processes.- Law of iterated logarithm for parabolic SPDEs.- Random production flows. An exactly solvable fluid model.- A compactness principle for bounded sequences of martingales with applications.- Risk minimizing hedging strategies under partial observation.- Multiparameter Markov processes and capacity.- Iterated Brownian motion and its intrinsic skeletal structure.- Heavy traffic and optimal control methods for a communications system.- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch.- Independence of a class of multiple stochastic integrals.- Existence of invariant measures for diffusion processes on Banach spaces.- On some new type of infinite dimensional Laplacians.- Stochastic PDE’s of Schrödinger type and stochastic Mehler kernels — a path integral approach.- Probability and quantum symmetries in a Riemannian manifold.