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Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Unknown
Page : 506 pages
File Size : 48,7 Mb
Release : 2011-03-30
Category : Electronic
ISBN : 3034800223
Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 492 pages
File Size : 47,7 Mb
Release : 2011-03-16
Category : Mathematics
ISBN : 9783034800211
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.
Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 519 pages
File Size : 53,6 Mb
Release : 2008-03-12
Category : Mathematics
ISBN : 9783764384586
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 329 pages
File Size : 44,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034879439
This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 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 researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 310 pages
File Size : 42,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034882095
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 300 pages
File Size : 53,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034886819
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.
Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 519 pages
File Size : 54,5 Mb
Release : 2009-09-03
Category : Mathematics
ISBN : 3764392126
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 470 pages
File Size : 48,6 Mb
Release : 2013-09-05
Category : Mathematics
ISBN : 9783034805452
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 Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with 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 book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.
Author : Erwin Bolthausen,M. Dozzi,Francesco Russo
Publisher : Birkhauser
Page : 416 pages
File Size : 48,7 Mb
Release : 1995
Category : Mathematics
ISBN : STANFORD:36105018249404
Author : Robert C. Dalang,M. Dozzi,Francesco Russo
Publisher : Birkhauser
Page : 302 pages
File Size : 45,9 Mb
Release : 2002-01-01
Category : Mathematics
ISBN : 0817667210
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte VeritA ) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a minisymposium on stochastic methods in financial models.
Author : Erwin Bolthausen,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 394 pages
File Size : 45,7 Mb
Release : 2013-11-13
Category : Mathematics
ISBN : 3034870280
Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Author : Erwin Bolthausen,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 392 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034870269
Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Author : Jean-Pierre Fouque,Kenneth J. Hochberg,Ely Merzbach
Publisher : Unknown
Page : 228 pages
File Size : 49,8 Mb
Release : 1996
Category : Measure theory
ISBN : STANFORD:36105020275116
Author : Vidyadhar S. Mandrekar,Leszek Gawarecki
Publisher : CRC Press
Page : 201 pages
File Size : 49,6 Mb
Release : 2015-06-23
Category : Mathematics
ISBN : 9781498707824
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS
Author : Laurent Decreusefond,Jon Gjerde,Bernt Oksendal,Suleyman Ustunel
Publisher : Springer Science & Business Media
Page : 414 pages
File Size : 43,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461220220
This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures " Stochastic Differential Equations with Memory, by S.E.A. Mohammed, " Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank " VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), " CNRS, Centre National de la Recherche Scientifique, " The Department of Mathematics of the University of Oslo, " The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia HØyfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I