Seminar on Stochastic Analysis, Random Fields and Application [sic].

Seminar on Stochastic Analysis, Random Fields and Application [sic].
Author: Robert C. Dalang
Publisher: Springer Science & Business Media
Total Pages: 328
Release: 2002-04
Genre: Business & Economics
ISBN: 9783764367213

This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.

Seminar on Stochastic Analysis, Random Fields and Applications VI

Seminar on Stochastic Analysis, Random Fields and Applications VI
Author: Robert Dalang
Publisher: Springer Science & Business Media
Total Pages: 487
Release: 2011-03-16
Genre: Mathematics
ISBN: 3034800215

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.

Seminar on Stochastic Analysis, Random Fields and Applications

Seminar on Stochastic Analysis, Random Fields and Applications
Author: Erwin Bolthausen
Publisher: Birkhäuser
Total Pages: 392
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034870264

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.

Combinatorial Stochastic Processes

Combinatorial Stochastic Processes
Author: Jim Pitman
Publisher: Springer Science & Business Media
Total Pages: 257
Release: 2006-05-11
Genre: Mathematics
ISBN: 354030990X

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

III European Conference on Computational Mechanics

III European Conference on Computational Mechanics
Author: C. A. Mota Soares
Publisher: Springer Science & Business Media
Total Pages: 861
Release: 2008-06-05
Genre: Technology & Engineering
ISBN: 1402053703

III European Conference on Computational Mechanics: Solids, Structures and Coupled Problem in Engineering Computational Mechanics in Solid, Structures and Coupled Problems in Engineering is today a mature science with applications to major industrial projects. This book contains the edited version of the Abstracts of Plenary and Keynote Lectures and Papers, and a companion CD-ROM with the full-length papers, presented at the III European Conference on Computational Mechanics: Solids, Structures and Coupled Problems in Engineering (ECCM-2006), held in the National Laboratory of Civil Engineering, Lisbon, Portugal 5th - 8th June 2006. The book reflects the state-of-art of Computation Mechanics in Solids, Structures and Coupled Problems in Engineering and it includes contributions by the world most active researchers in this field.