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{ "item_title" : "Seminar on Stochastic Analysis, Random Fields and Applications VII", "item_author" : [" Robert Dalang", "Marco Dozzi", "Francesco Russo "], "item_description" : "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 Verit ) 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.​", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/3/03/480/544/3034805446_b.jpg", "price_data" : { "retail_price" : "169.99", "online_price" : "169.99", "our_price" : "169.99", "club_price" : "169.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Seminar on Stochastic Analysis, Random Fields and Applications VII|Robert Dalang

Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011

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Overview

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 Verit ) 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.​

This item is Non-Returnable

Details

  • ISBN-13: 9783034805445
  • ISBN-10: 3034805446
  • Publisher: Birkhauser
  • Publish Date: September 2013
  • Dimensions: 9.2 x 6.1 x 1.2 inches
  • Shipping Weight: 1.75 pounds
  • Page Count: 469

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