Seminar On Stochastic Analysis Random Fields And Applications Iv
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| 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 | : 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 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 | : 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 | : 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 | : Robert C. Dalang |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 352 |
| Release | : 2004-09-27 |
| Genre | : Computers |
| ISBN | : 9783764371319 |
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 | : 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.
| Author | : Fred Espen Benth |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 672 |
| Release | : 2007-04-24 |
| Genre | : Mathematics |
| ISBN | : 3540708472 |
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion.
| Author | : Jinqiao Duan |
| Publisher | : World Scientific |
| Total Pages | : 306 |
| Release | : 2010-02-08 |
| Genre | : Mathematics |
| ISBN | : 981446760X |
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
| 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
