Seminar on Stochastic Analysis, Random Fields and Applications VI | Centro Stefano Franscini, Ascona, May 2008 | ISBN 9783034800211

Seminar on Stochastic Analysis, Random Fields and Applications VI

Centro Stefano Franscini, Ascona, May 2008

herausgegeben von Robert Dalang, Marco Dozzi und Francesco Russo
Mitwirkende
Herausgegeben vonRobert Dalang
Herausgegeben vonMarco Dozzi
Herausgegeben vonFrancesco Russo
Buchcover Seminar on Stochastic Analysis, Random Fields and Applications VI  | EAN 9783034800211 | ISBN 3-0348-0021-5 | ISBN 978-3-0348-0021-1

Seminar on Stochastic Analysis, Random Fields and Applications VI

Centro Stefano Franscini, Ascona, May 2008

herausgegeben von Robert Dalang, Marco Dozzi und Francesco Russo
Mitwirkende
Herausgegeben vonRobert Dalang
Herausgegeben vonMarco Dozzi
Herausgegeben vonFrancesco Russo
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.