Seminar on Stochastic Analysis, Random Fields and Applications IV
Subtitle: Centro Stefano Franscini, Ascona, May 2002
By: edited by Robert C. Dalang, Marco Dozzi, Francesco Russo
Contributors: Dozzi, Marco; Russo, Francesco
Series: Progress in Probability -- 58; Progress in probability -- 58.
Publisher: Birkhäuser Basel; Imprint; Birkhäuser
Published: 2004
Place of publication: Basel
Language: eng
Format: [electronic resource] :
Number of pages: 328
ISBN-13: 9783034879439
Subjects: Mathematics; Distribution (Probability theory); Global analysis (Mathematics)
Description: This volume contains twenty refereed research or review papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte VeritÃ ) in Ascona, Switzerland, from May 19 to 24, 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for both researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance. Contributors: R.J. Adler, X. Bardina, J. Bertoin, P. Biane, A.B. Cruzeiro, J.A. Cuesta-Albertos, R.C. Dalang, I.M. Davies, S. Deparis, M.A. Diop, E. Eberlein, F. Flandoli, J.-P. Fouque, M. Gubinelli, E.A. v. Hammerstein, P. Imkeller, S. Kwapien, R. LÃ©andre, P. Lescot, O. LÃ©vÃªque, D. MÃ¡rquez-Carreras, C. Martini, A. Mira, G. Papanicolaou, E. Pardoux, I. Pavlyukevich, M.-C. Quenez, J. Rosinski, C. Rovira, R. Sircar, C. Stricker, P. Tenconi, S. Tindel, A. Truman, M. Wschebor, M. Yor, J.-C. Zambrini, X. Zhang, H. Zhao