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  • Conference proceedings
  • © 2002

Seminar on Stochastic Analysis, Random Fields and Applications III

Centro Stefano Franscini, Ascona, September 1999

Birkhäuser

Part of the book series: Progress in Probability (PRPR, volume 52)

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Table of contents (20 papers)

  1. Front Matter

    Pages i-xvii
  2. Light, Atoms, and Singularities

    • O. E. Barndorff-Nielsen, F. E. Benth, J. L. Jensen
    Pages 1-18
  3. How Random Are Random Walks?

    • R. Blei
    Pages 19-31
  4. Monotone Gradient Systems in L 2 Spaces

    • G. Da Prato
    Pages 73-88
  5. Catalytic and Mutually Catalytic Super-Brownian Motions

    • D. A. Dawson, K. Fleischmann
    Pages 89-110
  6. Sticky Particles, Scalar Conservation Law and Pressureless Gas Equations

    • A. Dermoune, H. Machrafi, O. Moutsinga
    Pages 111-120
  7. Affine Short Rate Models

    • D. Filipović
    Pages 121-132
  8. A Complete Market Model with Poisson and Brownian Components

    • M. Jeanblanc, N. Privault
    Pages 189-204
  9. Homogenization of PDEs with Non Linear Boundary Condition

    • Y. Ouknine, É. Pardoux
    Pages 229-242
  10. A Bayesian Adaptive Control Approach to Risk Management in a Binomial Model

    • W. Runggaldier, B. Trivellato, T. Vargiolu
    Pages 243-258

Editors and Affiliations

  • Département de Mathématiques, Ecole Polytechnique Fédérale, Lausanne, Switzerland

    Robert C. Dalang

  • Institut Elie Cartan, Université Henri Poincaré, Vandoeuvre-les-Nancy Cedex, France

    Marco Dozzi

  • Département de Mathématiques, Institut Galilée, Villetaneuse, France

    Francesco Russo

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access