Seminar on Stochastic Analysis, Random Fields and Applications VI

Seminar on Stochastic Analysis, Random Fields and Applications VI
Author :
Publisher : Springer Science & Business Media
Total Pages : 487
Release :
ISBN-10 : 9783034800211
ISBN-13 : 3034800215
Rating : 4/5 (215 Downloads)

Book Synopsis Seminar on Stochastic Analysis, Random Fields and Applications VI by : Robert Dalang

Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VI written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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