Seminar on Stochastic Analysis, Random Fields and Applications III
Centro Stefano Franscini, Ascona, September 1999
Series: Progress in Probability; 52;
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Product details:
- Edition number Softcover reprint of the original 1st ed. 2002
- Publisher Birkhäuser Basel
- Date of Publication 29 October 2012
- Number of Volumes 1 pieces, Book
- ISBN 9783034894746
- Binding Paperback
- No. of pages302 pages
- Size 235x155 mm
- Weight 498 g
- Language English
- Illustrations XVII, 302 p. Illustrations, black & white 0
Categories
Table of Contents:
Light, atoms, and singularities.- How random are random walks ?.- Classical solutions for SPDEs with Dirichlet boundary conditions.- Credit Risk: The structural approach revisited.- Classical solutions for Kolmogorov equations in Hilbert spaces.- Monotone gradient systems in L2spaces.- Catalytic and mutually catalytic super-brownian motions.- Sticky particles, scalar conservation law and pressureless gas equations.- Affine short rate models.- A filtered EM algorithm for parameter estimation in linear filtering.- Instability of a quantum particle induced by a randomly varying spring coefficient.- On the superreplication approach for European interest rates derivatives.- A complete market model with Poisson and Brownian components.- Stochastic calculus and processes in non-commutative space-time.- A measure-valued process related to the parabolic Anderson model.- Homogenization of PDEs with non linear boundary condition.- A Bayesian adaptative control approach to risk management in a binomial model.- Hölder continuity for the stochastic heat equation with spatially correlated noise.- Regularity conditions for parabolic SPDEs on Lie groups.- Forward integrals and stochastic differential equations.
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