| Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 Contributor(s): Dalang, Robert (Editor), Dozzi, Marco (Editor), Russo, Francesco (Editor) |
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ISBN: 3034800207 ISBN-13: 9783034800204 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: March 2011 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes |
| Dewey: 519.5 |
| LCCN: 2011923065 |
| Series: Progress in Probability |
| Physical Information: 1.2" H x 6.1" W x 9.2" (1.80 lbs) 492 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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 Verit ) 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. |