书目名称 | Seminar on Stochastic Analysis, Random Fields and Applications VII | 副标题 | Centro Stefano Frans | 编辑 | Robert C. Dalang,Marco Dozzi,Francesco Russo | 视频video | | 概述 | Proceedings of a top-notch meeting in stochastic analysis.Includes notes of a public lecture aimed at a general audience? | 丛书名称 | Progress in Probability | 图书封面 |  | 描述 | This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance. | 出版日期 | Conference proceedings 2013 | 关键词 | Malliavin calculus; stochastic analysis; stochastic differential equations; partial differential equati | 版次 | 1 | doi | https://doi.org/10.1007/978-3-0348-0545-2 | isbn_ebook | 978-3-0348-0545-2Series ISSN 1050-6977 Series E-ISSN 2297-0428 | issn_series | 1050-6977 | copyright | Springer Basel 2013 |
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