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Seminar on Stochastic Analysis, Random Fields and Applications VI
Robert DalangMarco DozziFrancesco Russo
其他書名
Centro Stefano Franscini, Ascona, May 2008
出版Springer Science & Business Media, 2011-03-16
主題Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN30348002159783034800211
URLhttp://books.google.com.hk/books?id=3SkZbwubMDYC&hl=&source=gbs_api
EBookSAMPLE
註釋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.