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
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.