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  • Produktbild: Seminar on Stochastic Analysis, Random Fields and Applications V
  • Produktbild: Seminar on Stochastic Analysis, Random Fields and Applications V
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Seminar on Stochastic Analysis, Random Fields and Applications V Centro Stefano Franscini, Ascona, May 2005

Aus der Reihe Progress in Probability
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93,99 € UVP 106,99 €

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

17.12.2007

Abbildungen

XIII, 519 p.

Herausgeber

Robert Dalang + weitere

Verlag

Springer Basel

Seitenzahl

519

Maße (L/B/H)

24,1/16/3,5 cm

Gewicht

963 g

Auflage

1 Auflage 2008

Sprache

Englisch

ISBN

978-3-7643-8457-9

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

17.12.2007

Abbildungen

XIII, 519 p.

Herausgeber

Verlag

Springer Basel

Seitenzahl

519

Maße (L/B/H)

24,1/16/3,5 cm

Gewicht

963 g

Auflage

1 Auflage 2008

Sprache

Englisch

ISBN

978-3-7643-8457-9

Herstelleradresse

Springer Nature c/o IBS
Benzstrasse 21
48619 Heek
DE

Email: Tanja.Keller@springer.com

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  • Produktbild: Seminar on Stochastic Analysis, Random Fields and Applications V
  • Produktbild: Seminar on Stochastic Analysis, Random Fields and Applications V
  • Stochastic Analysis and Random Fields.- Detection of Dynamical Systems from Noisy Multivariate Time Series.- A Bakry-Emery Criterion for Self-Interacting Diffusions.- Stationary Solutions for the 2D Stochastic Dissipative Euler Equation.- Volterra Equations Perturbed by a Gaussian Noise.- Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme.- Individual-Based Probabilistic Models of Adaptive Evolution and Various Scaling Approximations.- A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations.- Remarks on 3D Stochastic Navier-Stokes Equations.- Slices of a Brownian Sheet: New Results and Open Problems.- An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forcing.- Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut’s Integration-by-Parts Formula.- Probabilistic Deformation of Contact Geometry, Diffusion Processes and Their Quadratures.- Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motion.- Critical Exponents for Semilinear PDEs with Bounded Potentials.- Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces.- Approximation of Rough Paths of Fractional Brownian Motion.- A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in d Dimensions.- Attractors for Ergodic and Monotone Random Dynamical Systems.- On the Stability of Feynman-Kac Propagators.- Some Applications of the Malliavin Calculus to Sub-Gaussian and Non-Sub-Gaussian Random Fields.- Nonlinear Markovian Problems in Large Dimensions.- Stochastic Methods in Financial Models.- A Tychastic Approach to Guaranteed Pricing and Management of Portfolios underTransaction Constraints.- Numerical Aspects of Loan Portfolio Optimization.- An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets.- No Free Lunch under Transaction Costs for Continuous Processes.- Robustness of the Hobson-Rogers Model with Respect to the Offset Function.- PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors.- Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models.