Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 310 pages
File Size : 44,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034882095
Seminar on Stochastic Analysis, Random Fields and Applications III by Robert C. Dalang,Marco Dozzi,Francesco Russo Pdf
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.