Seminar on Stochastic Analysis, Random Fields and Applications VI (e-bog) af -
Russo, Francesco (redaktør)

Seminar on Stochastic Analysis, Random Fields and Applications VI e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
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 Verita) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysi...
E-bog 875,33 DKK
Forfattere Russo, Francesco (redaktør)
Forlag Birkhauser
Udgivet 16 marts 2011
Genrer Probability and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783034800211
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 Verita) 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.