| 书目名称 | Seminar on Stochastic Analysis, Random Fields and Applications IV | | 副标题 | Centro Stefano Frans | | 编辑 | Robert C. Dalang,Marco Dozzi,Francesco Russo | | 视频video | | | 概述 | Wide range of topics in stochastic analysis and financial engineering.Particular emphasis on applications to fluid dynamics, statistical physics, biology, and mathematical finance | | 丛书名称 | Progress in Probability | | 图书封面 |  | | 描述 | 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 Gau | | 出版日期 | Conference proceedings 2004 | | 关键词 | Fractals; Gaussian distribution; Normal distribution; Random fields; Stochastic Analysis; Stochastic proc | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-0348-7943-9 | | isbn_softcover | 978-3-0348-9630-6 | | isbn_ebook | 978-3-0348-7943-9Series ISSN 1050-6977 Series E-ISSN 2297-0428 | | issn_series | 1050-6977 | | copyright | Birkhäuser Verlag Basel 2004 |
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发表于 2025-3-21 18:30:26
