Seminar on Stochastic Analysis, Random Fields and Applications III
Subtitle: Centro Stefano Franscini, Ascona, September 1999
By: edited by Robert C. Dalang, Marco Dozzi, Francesco Russo
Contributors: Dozzi, Marco; Russo, Francesco
Series: Progress in Probability -- 52; Progress in probability -- 52.
Publisher: Birkhäuser Basel; Imprint; Birkhäuser
Published: 2002
Place of publication: Basel
Language: eng
Format: [electronic resource] :
Number of pages: 302
ISBN-13: 9783034882095
Subjects: Quantum theory; Mathematics; Distribution (Probability theory); Economics; Statistics
Description: 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 minisymposium on stochastic methods in financial models.