Seminar on Stochastic Analysis, Random Fields and Applications IV
Centro Stefano Franscini, Ascona, May 2002
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Beschreibung
This volume contains twenty refereed research or review papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità ) in Ascona, Switzerland, from May 19 to 24, 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
The book will be a valuable resource for both researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
Wide range of topics in stochastic analysis and financial engineering Particular emphasis on applications to fluid dynamics, statistical physics, biology, and mathematical finance
Autor*in
Robert Dalang
Themen in »Seminar on Stochastic Analysis, Random Fields and Applications IV«
Fractals Gaussian distribution Normal distribution Random fields Stochastic Analysis Stochastic processes calculus path space stochastic process