Stochastic Models: Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico (Contemporary Mathematics) - Softcover

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Contains 13 research papers and the lecture notes of three courses delivered at the June 2002 symposium. The courses survey developments in fractional Brownian motion, economic equilibrium and financial markets, and credit risk. The paper topics include conditions for non-conservativity in quantum dynamical semigroups, an example of an averaged Markov decision process without stable policies, a non-homogeneous wave equation driven by a Poisson process, and a path integral representation in phase space for the solution of a stochastic Schrodinger equation. No index. Annotation ©2004 Book News, Inc., Portland, OR (booknews.com)

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