Overview
- Wide range of topics in stochastic analysis and financial engineering
- Particular emphasis on applications to fluid dynamics, statistical physics, biology, and mathematical finance
- Includes supplementary material: sn.pub/extras
Part of the book series: Progress in Probability (PRPR, volume 59)
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Table of contents (28 papers)
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Stochastic Analysis and Random Fields
Keywords
About this book
This volume contains twenty-eight 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 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering.
The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Contributors:
Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Solé, M. Scheutzow, A. Soós, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski
Editors and Affiliations
Bibliographic Information
Book Title: Seminar on Stochastic Analysis, Random Fields and Applications V
Book Subtitle: Centro Stefano Franscini, Ascona, May 2005
Editors: Robert C. Dalang, Francesco Russo, Marco Dozzi
Series Title: Progress in Probability
DOI: https://doi.org/10.1007/978-3-7643-8458-6
Publisher: Birkhäuser Basel
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Birkhäuser Basel 2008
Hardcover ISBN: 978-3-7643-8457-9Published: 17 December 2007
eBook ISBN: 978-3-7643-8458-6Published: 12 March 2008
Series ISSN: 1050-6977
Series E-ISSN: 2297-0428
Edition Number: 1
Number of Pages: XIII, 519