Editors:
- High-profile, high quality conference on stochastics
- Includes supplementary material: sn.pub/extras
Part of the book series: Abel Symposia (ABEL, volume 2)
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Table of contents (30 papers)
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Front Matter
About this book
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance.
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers.
A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field.
Editors and Affiliations
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Department of Mathematics, University of Oslo, Oslo, Norway
Fred Espen Benth, Giulia Nunno, Tom Lindstrøm, Bernt Øksendal
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Department of Mathematics, University of Manchester, Manchester, UK
Tusheng Zhang
About the editors
Information on the volume editors:
All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.
Bibliographic Information
Book Title: Stochastic Analysis and Applications
Book Subtitle: The Abel Symposium 2005
Editors: Fred Espen Benth, Giulia Nunno, Tom Lindstrøm, Bernt Øksendal, Tusheng Zhang
Series Title: Abel Symposia
DOI: https://doi.org/10.1007/978-3-540-70847-6
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2007
Hardcover ISBN: 978-3-540-70846-9Published: 14 May 2007
Softcover ISBN: 978-3-642-08982-4Published: 30 November 2010
eBook ISBN: 978-3-540-70847-6Published: 24 April 2007
Series ISSN: 2193-2808
Series E-ISSN: 2197-8549
Edition Number: 1
Number of Pages: XI, 678
Topics: Probability Theory and Stochastic Processes, Applications of Mathematics, Real Functions, Analysis, Statistical Theory and Methods, Quantitative Finance