Ecole d'Ete de Probabilites de Saint Flour XIV, 1984

Ecole d'Ete de Probabilites de Saint Flour XIV, 1984 PDF Author: Rene Carmona
Publisher: École d'Été de Probabilités de Saint-Flour
ISBN:
Category : Mathematics
Languages : en
Pages : 468

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Ecole d'Ete de Probabilites de Saint Flour XIV, 1984

Ecole d'Ete de Probabilites de Saint Flour XIV, 1984 PDF Author: Rene Carmona
Publisher: École d'Été de Probabilités de Saint-Flour
ISBN:
Category : Mathematics
Languages : en
Pages : 468

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Book Description


Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991

Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991 PDF Author: Donald A. Dawson
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362

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Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990 PDF Author: Mark I. Freidlin
Publisher: Springer
ISBN: 3540474900
Category : Mathematics
Languages : en
Pages : 248

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Book Description
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.

Ecole D'Eté de Probabilités de Saint-Flour ...

Ecole D'Eté de Probabilités de Saint-Flour ... PDF Author: Ecole d'Eté de Probabilités
Publisher:
ISBN:
Category :
Languages : en
Pages : 374

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Sixteenth International Conference Zaragoza-Pau on Mathematics and its Applications

Sixteenth International Conference Zaragoza-Pau on Mathematics and its Applications PDF Author: José Luis Gracia
Publisher: Prensas de la Universidad de Zaragoza
ISBN: 8413407915
Category : Mathematics
Languages : en
Pages : 228

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Book Description
The International Conference Zaragoza-Pau on Mathematics and its Applications was organized by the Departamento de Matem.tica Aplicada, the Departamento de M.todos Estad.sticos and the Departamento de Matem.ticas, all of them from the Universidad de Zaragoza (Spain), and the Laboratoire de Math.matiques et de leurs Applications, from the Universit. de Pau et des Pays de l’Adour (France). This conference has been held every two years since 1989. The aim of this conference is to present recent advances in Applied Mathematics, Statistics and Pure Mathematics, putting special emphasis on subjects linked to petroleum engineering and environmental problems. The Sixteenth Conference took place in Jaca (Spain) from 7th to 9th September 2022. The official opening ceremony was graced by the presence of the Vice–Chancellor for Academic Policy of the University of Zaragoza, D. Jos. .ngel Castellanos G.mez, and Vice–Chancellor of the Research Commission of the University of Pau, Mme. Isabelle Baraille. During those three days, 111 mathematicians, coming from different universities, research institutes or the industrial sector, attended 8 plenary lectures, 69 contributed talks and a poster session with 7 posters. We note that in this edition there were 11 mini-symposia, five of them co-organized by colleagues from the Universidad de Zaragoza and the Universit. de Pau et des Pays de l’Adour.

Seminar on Stochastic Analysis, Random Fields and Applications

Seminar on Stochastic Analysis, Random Fields and Applications PDF Author: Robert Dalang
Publisher: Birkhäuser
ISBN: 3034886810
Category : Mathematics
Languages : en
Pages : 300

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Book Description
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.

Probability and Analysis in Interacting Physical Systems

Probability and Analysis in Interacting Physical Systems PDF Author: Peter Friz
Publisher: Springer
ISBN: 303015338X
Category : Mathematics
Languages : en
Pages : 303

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Book Description
This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation. The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.

Anomalies in Partial Differential Equations

Anomalies in Partial Differential Equations PDF Author: Massimo Cicognani
Publisher: Springer Nature
ISBN: 3030613461
Category : Mathematics
Languages : en
Pages : 469

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Book Description
The contributions contained in the volume, written by leading experts in their respective fields, are expanded versions of talks given at the INDAM Workshop "Anomalies in Partial Differential Equations" held in September 2019 at the Istituto Nazionale di Alta Matematica, Dipartimento di Matematica "Guido Castelnuovo", Università di Roma "La Sapienza". The volume contains results for well-posedness and local solvability for linear models with low regular coefficients. Moreover, nonlinear dispersive models (damped waves, p-evolution models) are discussed from the point of view of critical exponents, blow-up phenomena or decay estimates for Sobolev solutions. Some contributions are devoted to models from applications as traffic flows, Einstein-Euler systems or stochastic PDEs as well. Finally, several contributions from Harmonic and Time-Frequency Analysis, in which the authors are interested in the action of localizing operators or the description of wave front sets, complete the volume.

Stochastics of Environmental and Financial Economics

Stochastics of Environmental and Financial Economics PDF Author: Fred Espen Benth
Publisher: Springer
ISBN: 3319234250
Category : Science
Languages : en
Pages : 362

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Book Description
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.

The Fascination of Probability, Statistics and their Applications

The Fascination of Probability, Statistics and their Applications PDF Author: Mark Podolskij
Publisher: Springer
ISBN: 3319258265
Category : Mathematics
Languages : en
Pages : 529

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Book Description
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.