Seminar on Stochastic Analysis, Random Fields and Applications VII / Centro Stefano Franscini, Ascona, May 2011 / Robert C. Dalang (u. a.) / Buch / Progress in Probability / HC runder Rücken kaschiert - hardcover
2013, ISBN: 9783034805445
[ED: Gebunden], [PU: Springer Basel], This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which t… More...
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2013, ISBN: 9783034805445
[ED: Hardcover], [PU: Birkhäuser / Springer Basel / Springer, Basel], This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random… More...
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2017, ISBN: 9783034805445
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[ED: Buch], [PU: Springer Basel], Neuware - This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications w… More...
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This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Fransc… More...
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Seminar on Stochastic Analysis, Random Fields and Applications VII / Centro Stefano Franscini, Ascona, May 2011 / Robert C. Dalang (u. a.) / Buch / Progress in Probability / HC runder Rücken kaschiert - hardcover
2013, ISBN: 9783034805445
[ED: Gebunden], [PU: Springer Basel], This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which t… More...
Herausgegeben:Dalang, Robert C.; Dozzi, Marco; Russo, Francesco:
Seminar on Stochastic Analysis, Random Fields and Applications VII - hardcover2013, ISBN: 9783034805445
[ED: Hardcover], [PU: Birkhäuser / Springer Basel / Springer, Basel], This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random… More...
2017
ISBN: 9783034805445
[ED: Buch], [PU: Springer Basel], Neuware - This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications w… More...
2017, ISBN: 9783034805445
[ED: Buch], [PU: Springer Basel], Neuware - This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications w… More...
2011, ISBN: 9783034805445
This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Fransc… More...
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Details of the book - Seminar on Stochastic Analysis Random Fields and Applications VII by Robert C. Dalang Hardcover | Indigo Chapters
EAN (ISBN-13): 9783034805445
ISBN (ISBN-10): 3034805446
Hardcover
Publishing year: 2013
Publisher: Robert C. Dalang
Book in our database since 2014-04-07T23:39:30-04:00 (New York)
Detail page last modified on 2024-03-08T06:36:31-05:00 (New York)
ISBN/EAN: 9783034805445
ISBN - alternate spelling:
3-0348-0544-6, 978-3-0348-0544-5
Alternate spelling and related search-keywords:
Book author: france, dala, marco russo, dal, dalang, malliavin, robert stein, rober russ, franscini stefano
Book title: rand, rando, ascona, seminar stochastic analysis random fields and applications, stefano
Information from Publisher
Author: Robert C. Dalang; Marco Dozzi; Francesco Russo
Title: Progress in Probability; Seminar on Stochastic Analysis, Random Fields and Applications VII - Centro Stefano Franscini, Ascona, May 2011
Publisher: Birkhäuser; Springer Basel
469 Pages
Publishing year: 2013-09-17
Basel; CH
Printed / Made in
Language: English
160,49 € (DE)
164,99 € (AT)
177,00 CHF (CH)
POD
XI, 469 p. 28 illus., 22 illus. in color.
BB; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Malliavin calculus; stochastic analysis; stochastic differential equations; partial differential equations; Probability Theory; Differential Equations; Analysis; Stochastik; Differentialrechnung und -gleichungen; Mathematische Analysis, allgemein; EA
This book presents refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications, which was held at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2011. The seminar mainly focused on:
• stochastic (partial) differential equations, especially with regard to jump processes, construction of solutions and approximations
• Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems
• stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing.
The notes of the public lecture held by Nicolas Bouleau on the fundamental question of whether there can be an excessive mathematization of the world in an economic context are also included.
The book will be a valuable resource for researchers working in stochastic analysis and for professionals interested in stochastic methods in finance.
Contributors:
R. Balan
F.E. Benth
F. Biagini
N. Bouleau
S. Cawston
C. Ceci
R. Cogo
G. Di Nunno
R. Eden
H. Eyjolfsson
B. Ferrario
D. Filipovic
A. Gombani
I. Gyöngy
B. Jourdain
A. Kohatsu-Higa
T. Lim
V. Ly Vath
V. Mandrekar
C. Marinelli
L.M. Morato
H.-L. Ngo
I. Nourdin
G. Peccati
B. Rüdiger
W.J. Runggaldier
J.-M. Sahut
M. Sbai
S. Scotti
S. Sjursen
R. Speicher
S.S. Sritharan
W. Stannat
P.R. Stinga
S. Tappe
S. Ugolini
A.R.L. Valdez
T. Vargiolu
F. Viens
L. Vostrikova
Proceedings of a top-notch meeting in stochastic analysis Includes notes of a public lecture aimed at a general audience?
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