Abel Symposia

Stochastic Analysis and Applications

The Abel Symposium 2005

Editors: Benth, F.E., Di Nunno, G., Lindstrom, T., Øksendal, B., Zhang, T. (Eds.)

  • Contains the proceedings from a high-profile, high quality conference on stochastics

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eBook $139.00
price for USA (gross)
  • ISBN 978-3-540-70847-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-540-70846-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-642-08982-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

About the authors

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.

Table of contents (4 chapters)

  • Memoirs of My Research on Stochastic Analysis

    Kiyosi Itô

    Pages 1-6

  • Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios

    Hanqing Jin, Xun Yu Zhou

    Pages 435-459

  • G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type

    Shige Peng

    Pages 541-567

  • Itô Calculus and Malliavin Calculus

    Shinzo Watanabe

    Pages 623-639

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-540-70847-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-540-70846-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-642-08982-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis and Applications
Book Subtitle
The Abel Symposium 2005
Editors
  • Fred Espen Benth
  • Giulia Di Nunno
  • Tom Lindstrom
  • Bernt Øksendal
  • Tusheng Zhang
Series Title
Abel Symposia
Series Volume
2
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-70847-6
DOI
10.1007/978-3-540-70847-6
Hardcover ISBN
978-3-540-70846-9
Softcover ISBN
978-3-642-08982-4
Series ISSN
2193-2808
Edition Number
1
Number of Pages
XI, 678
Topics