Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011, Hardback Book

Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011 Hardback

Edited by Robert C. Dalang, Marco Dozzi, Francesco Russo

Part of the Progress in Probability series

Description

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 Verita) 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.

Information

  • Format: Hardback
  • Pages: 469 pages, 22 Illustrations, color; 6 Illustrations, black and white; XI, 469 p. 28 illus., 22 illus
  • Publisher: Springer Basel
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9783034805445

£108.00

£93.69

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops