Seminar On Stochastic Analysis Random Fields And Applications Iii
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| Author | : Robert C. Dalang |
| Publisher | : Birkhäuser |
| Total Pages | : 310 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034882092 |
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.
| 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.
| Author | : Robert Dalang |
| Publisher | : Birkhäuser |
| Total Pages | : 300 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034886810 |
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
| Author | : Robert Dalang |
| Publisher | : Birkhäuser |
| Total Pages | : 329 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034879431 |
This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
| 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.
| Author | : Robert Dalang |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 518 |
| Release | : 2008-03-12 |
| Genre | : Mathematics |
| ISBN | : 3764384581 |
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
| Author | : Rolando Rebolledo |
| Publisher | : Birkhäuser |
| Total Pages | : 172 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034880189 |
The seminar on Stochastic Analysis and Mathematical Physics of the Ca tholic University of Chile, started in Santiago in 1984, has being followed and enlarged since 1995 by a series of international workshops aimed at pro moting a wide-spectrum dialogue between experts on the fields of classical and quantum stochastic analysis, mathematical physics, and physics. This volume collects most of the contributions to the Fourth Interna tional Workshop on Stochastic Analysis and Mathematical Physics (whose Spanish abbreviation is "ANESTOC"; in English, "STAMP"), held in San tiago, Chile, from January 5 to 11, 2000. The workshop style stimulated a vivid exchange of ideas which finally led to a number of written con tributions which I am glad to introduce here. However, we are currently submitted to a sort of invasion of proceedings books, and we do not want to increase our own shelves with a new one of the like. On the other hand, the editors of conference proceedings have to use different exhausting and com pulsive strategies to persuade authors to write and provide texts in time, a task which terrifies us. As a result, this volume is aimed at smoothly start ing a new kind of publication. What we would like to have is a collection of books organized like our seminar.
| Author | : Robert C. Dalang |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 470 |
| Release | : 2013-09-05 |
| Genre | : Mathematics |
| ISBN | : 3034805454 |
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.
| Author | : Ulug Capar |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 224 |
| Release | : 2003-04 |
| Genre | : Mathematics |
| ISBN | : 9783764369989 |
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel
| Author | : Michael Falk |
| Publisher | : Birkhäuser |
| Total Pages | : 381 |
| Release | : 2013-11-11 |
| Genre | : Mathematics |
| ISBN | : 3034877919 |
Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.
