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Birkhäuser - Birkhäuser Applied Probability and Statistics | Seminar on Stochastic Analysis, Random Fields and Applications V - Centro Stefano Franscini, Ascona,

Seminar on Stochastic Analysis, Random Fields and Applications V

Centro Stefano Franscini, Ascona, May 2005

Series: Progress in Probability, Vol. 59

Dalang, Robert, Dozzi, Marco, Russo, Francesco (Eds.)

2008, XIII, 519 p.

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  • Wide range of topics in stochastic analysis and financial engineering
  • Particular emphasis on applications to fluid dynamics, statistical physics, biology, and mathematical finance

This volume contains twenty-eight 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 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering.

The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.

Contributors:

Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Solé, M. Scheutzow, A. Soós, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski

Content Level » Research

Keywords » Brownian motion - Dirichlet form - Gaussian noise - Ornstein-Uhlenbeck process - Stochastic processes - Time series - diffusion process - financial mathematics - fractional Brownian motion - random dynamical system - random field - rough path - stochastic analysis - stochastic process

Related subjects » Birkhäuser Applied Probability and Statistics

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