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Seminar on Stochastic Analysis, Random Fields and Applications III : Centro Stefano Franscini, Ascona, September 1999, PDF eBook

Seminar on Stochastic Analysis, Random Fields and Applications III : Centro Stefano Franscini, Ascona, September 1999 PDF

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

Part of the Progress in Probability series

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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 Verita) 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.

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