[share_ebook] Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (Progress in Probability)


Author: Francesco Russo, Marco Dozzi, Robert C. Dalang

Date: 2011-04-10

Pages: 503

Publisher: Springer Basel

Category: Study

Tag: Mathematics


Posted on 2011-07-10, by sharebookfree.

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Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (Progress in Probability)


Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008 (Progress in Probability)
Francesco Russo, Marco Dozzi, Robert C. Dalang | Springer Basel | 2011-04-10 | 503 pages | English | PDF

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 Verità) 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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