Seminar On Stochastic Analysis Random Fields And Application Sic
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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.
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 | : 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 | : |
Publisher | : |
Total Pages | : 2230 |
Release | : 1996 |
Genre | : American literature |
ISBN | : |
A world list of books in the English language.
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.
Author | : Indian Institute of Science, Bangalore |
Publisher | : |
Total Pages | : 694 |
Release | : 2000 |
Genre | : Chemistry, Organic |
ISBN | : |
Author | : Bernd Bank |
Publisher | : |
Total Pages | : 348 |
Release | : 1999 |
Genre | : Approximation theory |
ISBN | : |
Author | : King Sun Fu |
Publisher | : Research Studies Press Limited |
Total Pages | : 216 |
Release | : 1980 |
Genre | : Mathematics |
ISBN | : |
Author | : Gabor Kalman |
Publisher | : |
Total Pages | : 64 |
Release | : 1962 |
Genre | : Plasma (Ionized gases) |
ISBN | : |
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.