5th Seminar on Stochastic Processes, Random Fields and Applications

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 o...

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Detalles Bibliográficos
Autores principales: Dalang, Robert, Russo, Francesco, Dozzi, Marco
Lenguaje:eng
Publicado: Springer 2008
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-7643-8458-6
http://cds.cern.ch/record/2029301
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author Dalang, Robert
Russo, Francesco
Dozzi, Marco
author_facet Dalang, Robert
Russo, Francesco
Dozzi, Marco
author_sort Dalang, Robert
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
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publishDate 2008
publisher Springer
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spelling cern-20293012021-04-22T06:51:34Zdoi:10.1007/978-3-7643-8458-6http://cds.cern.ch/record/2029301engDalang, RobertRusso, FrancescoDozzi, Marco5th Seminar on Stochastic Processes, Random Fields and ApplicationsMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:20293012008
spellingShingle Mathematical Physics and Mathematics
Dalang, Robert
Russo, Francesco
Dozzi, Marco
5th Seminar on Stochastic Processes, Random Fields and Applications
title 5th Seminar on Stochastic Processes, Random Fields and Applications
title_full 5th Seminar on Stochastic Processes, Random Fields and Applications
title_fullStr 5th Seminar on Stochastic Processes, Random Fields and Applications
title_full_unstemmed 5th Seminar on Stochastic Processes, Random Fields and Applications
title_short 5th Seminar on Stochastic Processes, Random Fields and Applications
title_sort 5th seminar on stochastic processes, random fields and applications
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-7643-8458-6
http://cds.cern.ch/record/2029301
work_keys_str_mv AT dalangrobert 5thseminaronstochasticprocessesrandomfieldsandapplications
AT russofrancesco 5thseminaronstochasticprocessesrandomfieldsandapplications
AT dozzimarco 5thseminaronstochasticprocessesrandomfieldsandapplications

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