Seminar on Stochastic Analysis, Random Fields and Applications VII

Seminar on Stochastic Analysis, Random Fields and Applications VII
Author :
Publisher : Springer Science & Business Media
Total Pages : 470
Release :
ISBN-10 : 9783034805452
ISBN-13 : 3034805454
Rating : 4/5 (454 Downloads)

Book Synopsis Seminar on Stochastic Analysis, Random Fields and Applications VII by : Robert C. Dalang

Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VII written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2013-09-05 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

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