Seminar On Stochastic Analysis Random Fields And Applications V

Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 519 pages
File Size : 45,8 Mb
Release : 2008-03-12
Category : Mathematics
ISBN : 9783764384586

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Seminar on Stochastic Analysis, Random Fields and Applications V by Robert Dalang,Marco Dozzi,Francesco Russo Pdf

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 : Springer Science & Business Media
Page : 492 pages
File Size : 54,5 Mb
Release : 2011-03-16
Category : Mathematics
ISBN : 9783034800211

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Seminar on Stochastic Analysis, Random Fields and Applications VI by Robert Dalang,Marco Dozzi,Francesco Russo Pdf

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 C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 519 pages
File Size : 49,6 Mb
Release : 2009-09-03
Category : Mathematics
ISBN : 3764392126

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Seminar on Stochastic Analysis, Random Fields and Applications V by Robert C. Dalang,Marco Dozzi,Francesco Russo Pdf

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 : Unknown
Page : 506 pages
File Size : 45,5 Mb
Release : 2011-03-30
Category : Electronic
ISBN : 3034800223

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Seminar on Stochastic Analysis, Random Fields and Applications VI by Robert C. Dalang,Marco Dozzi,Francesco Russo Pdf

Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 329 pages
File Size : 42,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034879439

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Seminar on Stochastic Analysis, Random Fields and Applications IV by Robert Dalang,Marco Dozzi,Francesco Russo Pdf

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 : 41,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034882095

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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.

Author : Robert Dalang,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 300 pages
File Size : 48,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034886819

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Seminar on Stochastic Analysis, Random Fields and Applications by Robert Dalang,Marco Dozzi,Francesco Russo Pdf

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 : Springer Science & Business Media
Page : 469 pages
File Size : 53,9 Mb
Release : 2013-09-05
Category : Mathematics
ISBN : 9783034805452

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Seminar on Stochastic Analysis, Random Fields and Applications VII by Robert C. Dalang,Marco Dozzi,Francesco Russo Pdf

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 : 45,9 Mb
Release : 1995
Category : Random fields
ISBN : UCSD:31822020811832

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Seminar on Stochastic Analysis, Random Fields, and Applications by Erwin Bolthausen,M. Dozzi,Francesco Russo Pdf

Author : Robert C. Dalang,M. Dozzi,Francesco Russo
Publisher : Birkhauser
Page : 302 pages
File Size : 55,5 Mb
Release : 2002-01-01
Category : Mathematics
ISBN : 0817667210

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Seminar on Stochastic Analysis, Random Fields and Applications III by Robert C. Dalang,M. 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 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 : 392 pages
File Size : 45,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034870269

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Seminar on Stochastic Analysis, Random Fields and Applications by Erwin Bolthausen,Marco Dozzi,Francesco Russo Pdf

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 : 54,5 Mb
Release : 1996
Category : Measure theory
ISBN : STANFORD:36105020275116

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Stochastic Analysis by Jean-Pierre Fouque,Kenneth J. Hochberg,Ely Merzbach Pdf

Author : Anatoliy Malyarenko
Publisher : Springer Science & Business Media
Page : 271 pages
File Size : 50,9 Mb
Release : 2012-10-26
Category : Mathematics
ISBN : 9783642334054

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Invariant Random Fields on Spaces with a Group Action by Anatoliy Malyarenko Pdf

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.

Author : Vidyadhar S. Mandrekar,Leszek Gawarecki
Publisher : CRC Press
Page : 201 pages
File Size : 48,7 Mb
Release : 2015-06-23
Category : Mathematics
ISBN : 9781498707824

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Stochastic Analysis for Gaussian Random Processes and Fields by Vidyadhar S. Mandrekar,Leszek Gawarecki Pdf

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 : Ulug Capar
Publisher : Springer Science & Business Media
Page : 224 pages
File Size : 46,8 Mb
Release : 2003-04
Category : Mathematics
ISBN : 3764369981

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Stochastic Analysis and Related Topics VIII by Ulug Capar Pdf

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel