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Seminar on Stochastic Analysis, Random Fields and Applications VII

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Seminar on Stochastic Analysis, Random Fields and Applications VII Synopsis

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.?

About This Edition

ISBN: 9783034805445
Publication date:
Author: Random Fields, and Applications Seminar on Stochastic Analysis, Centro Stefano Franscini
Publisher: Birkhauser an imprint of Springer Basel
Format: Hardback
Pagination: 469 pages
Series: Progress in Probability
Genres: Probability and statistics
Stochastics
Differential calculus and equations
Calculus and mathematical analysis