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

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

by Robert C. Dalang
     
 

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This volume contains refereed research or review papers presented at the 6th Seminar on Shastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on shastic partial differential equations, especially large deviations and control problems,

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Overview

This volume contains refereed research or review papers presented at the 6th Seminar on Shastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on shastic 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 shastic analysis and professionals interested in shastic methods in finance.

Product Details

ISBN-13:
9783034803250
Publisher:
Springer Basel
Publication date:
04/21/2013
Series:
Progress in Probability Series, #63
Edition description:
2011
Pages:
492
Product dimensions:
6.10(w) x 9.25(h) x 0.04(d)

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