Cantitate/Preț
Produs

Seminar on Stochastic Analysis, Random Fields and Applications VI: Centro Stefano Franscini, Ascona, May 2008: Progress in Probability, cartea 63

Editat de Robert Dalang, Marco Dozzi, Francesco Russo
en Limba Engleză Paperback – 21 apr 2013
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 63673 lei  43-57 zile
  Springer – 21 apr 2013 63673 lei  43-57 zile
Hardback (1) 64152 lei  43-57 zile
  Springer – 23 mar 2011 64152 lei  43-57 zile

Din seria Progress in Probability

Preț: 63673 lei

Preț vechi: 74909 lei
-15% Nou

Puncte Express: 955

Preț estimativ în valută:
12186 12658$ 10122£

Carte tipărită la comandă

Livrare economică 03-17 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783034803250
ISBN-10: 3034803257
Pagini: 504
Ilustrații: XII, 492 p.
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.68 kg
Ediția:2011
Editura: Springer
Colecția Birkhäuser
Seria Progress in Probability

Locul publicării:Basel, Switzerland

Public țintă

Research

Cuprins

Preface.- List of participants.- I Stochastic Analysis and Random Fields.- The trace formula for the heat semigroup with polynomial potential.- Existence results for Fokker–Planck equations in Hilbert spaces.- Uniqueness in law of the Itô integral with respect to Lévy noise.- Statistical inference and Malliavin calculus.- Hydrodynamics, probability and the geometry of the diffeomorphisms group.- On stochastic ergodic control in infinite dimensions.- Yet another look at Harris’ ergodic theorem for Markov chains.- Old and new examples of scale functions for spectrally negative Lévy processes.- A visual criterion for identifying Itô diffusions as martingales or strict local martingales.- Are fractional Brownian motions predictable?.- Control of exit time for Lagrangian systems with weak noise.- A probabilistic deformation of calculus of variations with constraints.- Exponential integrability and DLR consistence of some rough functional.- A family of series representations of the multiparameter fractional Brownian motion.- The martingale problem for Markov solutions to the Navier-Stokes equations.- Functional inequalities for the Wasserstein Dirichlet form.- Entropic measure on multidimensional spaces.- Properties of strong local nondeterminism and local times of stable random fields.- II Stochastic Methods in Financial Models.- Hedging with residual risk: a BSDE approach.- Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1, 1).- The clean development mechanism and joint price formation for allowances and CERs.- Optimal investment problems with marked point processes.- Doubly stochastic CDO term structures.- A framework for dynamic hedging under convex risk measures.- On the stability of prices of contingent claims in incomplete models under statistical estimations.- Analyzing the fine structure of continous time stochastic processes.

Textul de pe ultima copertă

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Contributors:
S. Albeverio
S. Ankirchner
V. Bogachev
R. Brummelhuis
Z. Brzeźniak
R. Carmona
C. Ceci
J.M. Corcuera
A.B. Cruzeiro
G. Da Prato
M. Fehr
D. Filipović
B. Goldys
M. Hairer
E. Hausenblas
F. Hubalek
H. Hulley
P. Imkeller
A. Jakubowski
A. Kohatsu-Higa
A. Kovaleva
E. Kyprianou
C. Léonard
J. Lörinczi
A. Malyarenko
B. Maslowski
J.C. Mattingly
S. Mazzucchi
L. Overbeck
E. Platen
M. Röckner
M. Romito
T. Schmidt
R. Sircar
W. Stannat
K.-T. Sturm
A. Toussaint
L. Vostrikova
J. Woerner
Y. Xiao
J.-C. Zambrini

Caracteristici

6th volume of proceedings of this regular meeting of top researchers in the Centro Stefano Franscini, Ascona, Switzerland Rigorous reviewing process Focus on stochastic partial differential equations, infinite dimensional analysis and financial engineering Includes supplementary material: sn.pub/extras