Seminar on Stochastic Analysis, Random Fields and Applications V: Centro Stefano Franscini, Ascona, May 2005 (Progress in Probability) by Robert Dalang, Marco Dozzi and Francesco Russo
English | 1 edition | February 6, 2008 | ISBN-10: 3764384573 | 519 pages | PDF | 7.2 Mb
English | 1 edition | February 6, 2008 | ISBN-10: 3764384573 | 519 pages | PDF | 7.2 Mb
This volume contains twenty-eight 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 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering.
The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.