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Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008, PDF eBook

Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008 PDF

Edited by Robert Dalang, Marco Dozzi, Francesco Russo

Part of the Progress in Probability series

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

Description

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 Verita) 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.

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