Isbn: 9783764371319 - seminar on stochastic analysis, random fields and applications iv: centro stefano franscini, ascona, may 2002 (progress in probability, 58, band 58) (3 Ergebnisse)

Zustand: New. In English.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy sis, Random Fields and Applications, which took place at the Centro Stefano Fran scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented.…

Zustand: New. Contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. This book is suitable for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance. Editor(s): Dalang, Robert C.; Dozzi, Marco; Russo, Francesco. Series: Progress in Probability. Num Pages: 340 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 659. . 2004. Hardback. . . . . Books ship from the US and Ireland.…