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Author: Robert C. Dalang
Publisher: Springer Science & Business Media
ISBN: 9783764367213
Category : Business & Economics
Languages : en
Pages : 328
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Book Description
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.
![Seminar on Stochastic Analysis, Random Fields and Application [sic]. PDF](https://books.google.com/books/content/images/frontcover/mYvN2EUKns8C?fife=w80-h100)
Author: Robert C. Dalang
Publisher: Springer Science & Business Media
ISBN: 9783764367213
Category : Business & Economics
Languages : en
Pages : 328
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Book Description
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: Erwin Bolthausen
Publisher: Birkhäuser
ISBN: 3034870264
Category : Mathematics
Languages : en
Pages : 392
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Book Description
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: Robert Dalang
Publisher: Springer Science & Business Media
ISBN: 3034800215
Category : Mathematics
Languages : en
Pages : 487
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Book Description
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:
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 2230
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Book Description
A world list of books in the English language.
Author: Indian Institute of Science, Bangalore
Publisher:
ISBN:
Category : Chemistry, Organic
Languages : en
Pages : 694
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Book Description
Author: Robert C. Dalang
Publisher:
ISBN: 9783034800228
Category :
Languages : en
Pages : 506
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Author: Vladimir Igorevich Bogachev
Publisher: American Mathematical Soc.
ISBN: 082184993X
Category : Mathematics
Languages : en
Pages : 506
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Book Description
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 910
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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.
Author:
Publisher:
ISBN:
Category : Mechanics, Applied
Languages : en
Pages : 384
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Book Description
