Progress in Probability

Seminar on Stochastic Analysis, Random Fields and Applications V

Centro Stefano Franscini, Ascona, May 2005

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

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

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

Table of contents (28 chapters)

  • Detection of Dynamical Systems from Noisy Multivariate Time Series

    Asai, Yoshiyuki (et al.)

    Pages 3-17

  • A Bakry-Emery Criterion for Self-Interacting Diffusions

    Benaïm, Michel (et al.)

    Pages 19-22

  • Stationary Solutions for the 2D Stochastic Dissipative Euler Equation

    Bessaih, Hakima

    Pages 23-36

  • Volterra Equations Perturbed by a Gaussian Noise

    Bonaccorsi, Stefano

    Pages 37-55

  • Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme

    Bouleau, Nicolas

    Pages 57-74

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-3-7643-8458-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $189.00
price for USA
  • ISBN 978-3-7643-8457-9
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.
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Bibliographic Information

Bibliographic Information
Book Title
Seminar on Stochastic Analysis, Random Fields and Applications V
Book Subtitle
Centro Stefano Franscini, Ascona, May 2005
Editors
  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo
Series Title
Progress in Probability
Series Volume
59
Copyright
2008
Publisher
Birkhäuser Basel
Copyright Holder
Birkhäuser Basel
eBook ISBN
978-3-7643-8458-6
DOI
10.1007/978-3-7643-8458-6
Hardcover ISBN
978-3-7643-8457-9
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XIII, 519
Topics