Electronic Resource

Seminar on stochastic analysis, random fields and applications VII : centro stefano ranscini, Ascona, May 2011

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This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E675

Penerbit

Swiss : Birkhauser Basel., 2013

Deskripsi Fisik

xi, 469 hlm.

Bahasa

English

ISBN/ISSN

9783034805452

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

Ed.1

Subjek

Teori Probabilitas dan Proses Stokastik

Info Detail Spesifik

-

Pernyataan Tanggungjawab

Robert C. Dalang, Marco Dozzi, Francesco Russo

Versi lain/terkait

Lampiran Berkas

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