Progress in Probability

Seminar on Stochastic Analysis, Random Fields and Applications VII

Centro Stefano Franscini, Ascona, May 2011

Editors: Dalang, Robert C., Dozzi, Marco, Russo, Francesco (Eds.)

  • Proceedings of a top-notch meeting in stochastic analysis
  • Includes notes of a public lecture aimed at a general audience​
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About this book

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.​

Table of contents (23 chapters)

  • Recent Advances Related to SPDEs with Fractional Noise

    Balan, Raluca M.

    Pages 3-22

  • On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process

    Nunno, Giulia Di (et al.)

    Pages 23-54

  • General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations

    Eden, Richard (et al.)

    Pages 55-84

  • Uniqueness and Absolute Continuity for Semilinear SPDE’s

    Ferrario, Benedetta

    Pages 85-94

  • Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

    Gyöngy, István (et al.)

    Pages 95-130

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-3-0348-0545-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-3-0348-0544-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Seminar on Stochastic Analysis, Random Fields and Applications VII
Book Subtitle
Centro Stefano Franscini, Ascona, May 2011
Editors
  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo
Series Title
Progress in Probability
Series Volume
67
Copyright
2013
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel
eBook ISBN
978-3-0348-0545-2
DOI
10.1007/978-3-0348-0545-2
Hardcover ISBN
978-3-0348-0544-5
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XI, 469
Number of Illustrations and Tables
6 b/w illustrations, 22 illustrations in colour
Topics