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portada Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (in English)
Type
Physical Book
Publisher
Author
Language
English
Pages
492
Format
Paperback
Dimensions
22.9 x 15.2 x 2.5 cm
Weight
0.68 kg.
ISBN13
9783034803250
Categories

Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (in English)

Dalang, Robert ; Dozzi, Marco ; Russo, Francesco (Author) · Birkhauser · Paperback

Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (in English) - Dalang, Robert ; Dozzi, Marco ; Russo, Francesco

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Synopsis "Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (in English)"

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.

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