Seminar On Stochastic Analysis Random Fields And Applications Vii

Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 469 pages
File Size : 48,8 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 : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Unknown
Page : 506 pages
File Size : 50,7 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 : Springer Science & Business Media
Page : 492 pages
File Size : 53,5 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 Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 519 pages
File Size : 42,7 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 : Birkhäuser
Page : 329 pages
File Size : 46,5 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 : 52,9 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 : 46,7 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 : Birkhäuser
Page : 519 pages
File Size : 51,6 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 : Erwin Bolthausen,M. Dozzi,Francesco Russo
Publisher : Birkhauser
Page : 416 pages
File Size : 53,8 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 : 43,8 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 : Jean-Pierre Fouque,Kenneth J. Hochberg,Ely Merzbach
Publisher : Unknown
Page : 228 pages
File Size : 50,5 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 : Ramsés H. Mena,Juan Carlos Pardo,Víctor Rivero,Gerónimo Uribe Bravo
Publisher : Birkhäuser
Page : 279 pages
File Size : 53,9 Mb
Release : 2015-07-17
Category : Mathematics
ISBN : 9783319139845

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XI Symposium on Probability and Stochastic Processes by Ramsés H. Mena,Juan Carlos Pardo,Víctor Rivero,Gerónimo Uribe Bravo Pdf

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Author : Christoph Bandt,Kenneth Falconer,Martina Zähle
Publisher : Birkhäuser
Page : 340 pages
File Size : 54,6 Mb
Release : 2015-07-08
Category : Mathematics
ISBN : 9783319186603

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Fractal Geometry and Stochastics V by Christoph Bandt,Kenneth Falconer,Martina Zähle Pdf

This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.

Author : Mark Podolskij,Robert Stelzer,Steen Thorbjørnsen,Almut E. D. Veraart
Publisher : Springer
Page : 527 pages
File Size : 51,5 Mb
Release : 2015-12-26
Category : Mathematics
ISBN : 9783319258263

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The Fascination of Probability, Statistics and their Applications by Mark Podolskij,Robert Stelzer,Steen Thorbjørnsen,Almut E. D. Veraart Pdf

Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Author : Erwin Bolthausen,Marco Dozzi,Francesco Russo
Publisher : Birkhäuser
Page : 392 pages
File Size : 48,9 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.