Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Tagungsbericht Buch |
| Sprache: | English |
| Veröffentlicht: |
Basel ; Boston ; Berlin
Birkhäuser
2002
|
| Schriftenreihe: | Progress in probability
52 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | XVII, 302 S. 24 cm |
| ISBN: | 3764367210 |
Internformat
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| adam_text | SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS III
CENTRA STEFANO FRANSCINI, ASCONA, SEPTEMBER 1999 ROBERT C. DALANG MARCO
DOZZI FRANCESCO RUSSO EDITORS UNIVERSITATS8IBLI0THEK I HANNOVER
TECHNISCHE WFORMATIONSBIBLIOTHEK BIRKHAUSER VERLAG BASEL * BOSTON *
BERLIN TABLE OF CONTENTS P. BLANCHARD SERGIO ALBEVERIO XV O.E.
BARNDORFF-NIELSEN, F.E. BENTH AND J.L. JENSEN LIGHT, ATOMS, AND
SINGULARITIES 1 R. BLEI HOW RANDOM ARE RANDOM WALKS ? 19 S. BONACCORSI,
G. GUATTERI CLASSICAL SOLUTIONS FOR SPDES WITH DIRICHLET BOUNDARY
CONDITIONS 33 E. BUFFET CREDIT RISK: THE STRUCTURAL APPROACH REVISITED
45 S. CERRAI CLASSICAL SOLUTIONS FOR KOLMOGOROV EQUATIONS IN HILBERT
SPACES 55 G. DA PRATO MONOTONE GRADIENT SYSTEMS IN I? SPACES 73 D.
DAWSON AND K. FLEISCHMANN CATALYTIC AND MUTUALLY CATALYTIC
SUPER-BROWNIAN MOTIONS 89 A. DERMOUNE, H. MACHRAFI, O. MOUTSINGA STICKY
PARTICLES, SCALAR CONSERVATION LAW AND PRESSURELESS GAS EQUATIONS ILL D.
FILIPOVIC AFFINE SHORT RATE MODELS 121 P. FLORCHINGER A FILTERED EM
ALGORITHM FOR PARAMETER ESTIMATION IN LINEAR FILTERING 133 J. GAMIER
INSTABILITY OF A QUANTUM PARTICLE INDUCED BY A RANDOMLY VARYING SPRING
COEFFICIENT 153 F. GOZZI AND T. VARGIOLU ON THE SUPERREPLICATION
APPROACH FOR EUROPEAN INTEREST RATES DERIVATIVES 173 M. JEANBLANC AND N.
PRIVAULT A COMPLETE MARKET MODEL WITH POISSON AND BROWNIAN COMPONENTS
189 XIV TABLE OF CONTENTS R. VILELA MENDES STOCHASTIC CALCULUS AND
PROCESSES IN NON-COMMUTATIVE SPACE-TIME 205 C. MUELLER AND R. TRIBE A
MEASURE-VALUED PROCESS RELATED TO THE PARABOLIC ANDERSON MODEL .... 219
Y. OUKNINE AND E. PARDOUX HOMOGENIZATION OF PDES WITH NON LINEAR
BOUNDARY CONDITION 229 W. RUNGGALDIER, B. TRIVELLATO AND T. VARGIOLU A
BAYESIAN ADAPTATIVE CONTROL APPROACH TO RISK MANAGEMENT IN A BINOMIAL
MODEL 243 M. SANZ-SOLE AND M. SARRA HOLDER CONTINUITY FOR THE STOCHASTIC
HEAT EQUATION WITH SPATIALLY CORRELATED NOISE 259 S. TINDEL AND F. VIENS
REGULARITY CONDITIONS FOR PARABOLIC SPDES ON LIE GROUPS 269 M. ZAHLE
FORWARD INTEGRALS AND STOCHASTIC DIFFERENTIAL EQUATIONS 293
|
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| building | Verbundindex |
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| callnumber-first | Q - Science |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:59:53Z |
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| language | English |
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| physical | XVII, 302 S. 24 cm |
| publishDate | 2002 |
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| spelling | Seminar on Stochastic Analysis, Random Fields and Applications 3. 1999 Ascona Verfasser (DE-588)10035498-1 aut Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 Robert C. Dalang ... ed. Basel ; Boston ; Berlin Birkhäuser 2002 XVII, 302 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Progress in probability 52 Literaturangaben Random fields Congresses Stochastic analysis Congresses Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1999 Ascona gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Zufälliges Feld (DE-588)4191094-1 s Finanzmathematik (DE-588)4017195-4 s Dalang, Robert C. 1961- Sonstige (DE-588)120870878 oth Progress in probability 52 (DE-604)BV004163567 52 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009751435&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 Progress in probability Random fields Congresses Stochastic analysis Congresses Zufälliges Feld (DE-588)4191094-1 gnd Stochastische Analysis (DE-588)4132272-1 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4191094-1 (DE-588)4132272-1 (DE-588)4017195-4 (DE-588)1071861417 |
| title | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 |
| title_auth | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 |
| title_exact_search | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 |
| title_full | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 Robert C. Dalang ... ed. |
| title_fullStr | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 Robert C. Dalang ... ed. |
| title_full_unstemmed | Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 Robert C. Dalang ... ed. |
| title_short | Seminar on Stochastic Analysis, Random Fields and Applications III |
| title_sort | seminar on stochastic analysis random fields and applications iii centro stefano franscini ascona september 1999 |
| title_sub | Centro Stefano Franscini, Ascona, September 1999 |
| topic | Random fields Congresses Stochastic analysis Congresses Zufälliges Feld (DE-588)4191094-1 gnd Stochastische Analysis (DE-588)4132272-1 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Random fields Congresses Stochastic analysis Congresses Zufälliges Feld Stochastische Analysis Finanzmathematik Konferenzschrift 1999 Ascona |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009751435&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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