Seminar On Stochastic Analysis Random Fields And Applications Iii
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Seminar On Stochastic Analysis Random Fields And Applications Iii
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Author : Robert C. Dalang
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Seminar On Stochastic Analysis Random Fields And Applications Iii written by Robert C. Dalang and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Seminar On Stochastic Analysis Random Fields And Applications Vi
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Author : Robert Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-03-16
Seminar On Stochastic Analysis Random Fields And Applications Vi written by Robert Dalang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-16 with Mathematics categories.
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.
Seminar On Stochastic Analysis Random Fields And Applications Iv
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Author : Robert Dalang
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Seminar On Stochastic Analysis Random Fields And Applications Iv written by Robert Dalang and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro Stefano Fran scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented.
Seminar On Stochastic Analysis Random Fields And Applications
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Author : Erwin Bolthausen
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Seminar On Stochastic Analysis Random Fields And Applications written by Erwin Bolthausen and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Seminar On Stochastic Analysis Random Fields And Application Sic
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Author : Robert C. Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-04
Seminar On Stochastic Analysis Random Fields And Application Sic written by Robert C. Dalang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04 with Business & Economics categories.
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Seminar On Stochastic Analysis Random Fields And Applications
DOWNLOAD
Author : Robert Dalang
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Seminar On Stochastic Analysis Random Fields And Applications written by Robert Dalang and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
Seminar On Stochastic Analysis Random Fields And Applications Vii
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Author : Robert C. Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-05
Seminar On Stochastic Analysis Random Fields And Applications Vii written by Robert C. Dalang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-05 with Mathematics categories.
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.
Seminar On Stochastic Analysis Random Fields And Applications V
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Author : Robert Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-03-12
Seminar On Stochastic Analysis Random Fields And Applications V written by Robert Dalang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-03-12 with Mathematics categories.
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Laws Of Small Numbers Extremes And Rare Events
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Author : Michael Falk
language : en
Publisher: Birkhäuser
Release Date : 2013-11-11
Laws Of Small Numbers Extremes And Rare Events written by Michael Falk and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.
From Classical To Modern Probability
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Author : Pierre Picco
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
From Classical To Modern Probability written by Pierre Picco and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume is based on lectures notes for the courses delivered at the Cimpa Summer School: From Classical to Modern Probability, held at Temuco, Chile, be th th tween January 8 and 26 , 2001. This meeting brought together probabilists and graduate students interested in fields like particle systems, percolation, Brownian motion, random structures, potential theory and stochastic processes. We would like to express our gratitude to all the participants of the school as well as the people who contributed to its organization. In particular, to Servet Martinez, and Pablo Ferrari for their scientific advice, and Cesar Burgueiio for all his support and friendship. We want to thank all the professors for their stimulating courses and lectures. Special thanks to those who took the extra work in preparing each chapter of this book. We are also indebted to our sponsors and supporting institutions, whose interest and help was essential to organize this meeting: CIMPA, CNRS, CONI CYT, ECOS, FONDAP Program in Applied Mathematics, French Cooperation, Fundacion Andes, Presidential Fellowship, Universidad de Chile and Universidad de La Frontera. We are grateful to Miss Gladys Cavallone for her excellent work during the preparation of the meeting as well as for the considerable task of unifying the typography of the different chapters of this book.