Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel
Birkhäuser Basel
1999
|
| Series: | Progress in Probability
45 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | This volume contains the proceedings of the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Ste fano F'ranscini (Monte Verita) in Ascona, Switzerland, from Monday, September 16 to Saturday, September 21, 1996. The seminar focused on three topics: sto chastic analysis, with an emphasis on stochastic partial differential equations and measure-valued diffusions; applications of stochastic analysis to the engineering sciences; and financial modelling. The third topic was the subject of the Second Minisymposium on Stochastic Methods in Financial Models. The seminar aimed at providing an up-to-date picture of current research and outstanding problems, while promoting the interaction between specialists and younger scientists. Several lecturers were asked to present a review of their research areas. Two public lectures were given by Prof. F. Moriconi (Universita di Perugia) and Prof. A. Beltratti (Universita di Torino). The titles of their lectures were: • Extensions of single factor models for the valuation of variable rate government bonds; • The equity premium. These proceedings attempt to convey this up-to-date picture to a larger audience. All the papers of this volume have been refereed. We now briefly discuss the main topics of the seminar |
| Physical Description: | 1 Online-Ressource (X, 300 p) |
| ISBN: | 9783034886819 9783034897273 |
| DOI: | 10.1007/978-3-0348-8681-9 |
Staff View
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| spelling | Dalang, Robert C. Verfasser aut Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 edited by Robert C. Dalang, Marco Dozzi, Francesco Russo Basel Birkhäuser Basel 1999 1 Online-Ressource (X, 300 p) txt rdacontent c rdamedia cr rdacarrier Progress in Probability 45 This volume contains the proceedings of the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Ste fano F'ranscini (Monte Verita) in Ascona, Switzerland, from Monday, September 16 to Saturday, September 21, 1996. The seminar focused on three topics: sto chastic analysis, with an emphasis on stochastic partial differential equations and measure-valued diffusions; applications of stochastic analysis to the engineering sciences; and financial modelling. The third topic was the subject of the Second Minisymposium on Stochastic Methods in Financial Models. The seminar aimed at providing an up-to-date picture of current research and outstanding problems, while promoting the interaction between specialists and younger scientists. Several lecturers were asked to present a review of their research areas. Two public lectures were given by Prof. F. Moriconi (Universita di Perugia) and Prof. A. Beltratti (Universita di Torino). The titles of their lectures were: • Extensions of single factor models for the valuation of variable rate government bonds; • The equity premium. These proceedings attempt to convey this up-to-date picture to a larger audience. All the papers of this volume have been refereed. We now briefly discuss the main topics of the seminar Mathematics Mathematics, general Mathematik Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1996 Ascona gnd-content Stochastische Analysis (DE-588)4132272-1 s Finanzmathematik (DE-588)4017195-4 s 2\p DE-604 Zufälliges Feld (DE-588)4191094-1 s 3\p DE-604 Dozzi, Marco Sonstige oth Russo, Francesco Sonstige oth https://doi.org/10.1007/978-3-0348-8681-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dalang, Robert C. Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 Mathematics Mathematics, general Mathematik Zufälliges Feld (DE-588)4191094-1 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4191094-1 (DE-588)4017195-4 (DE-588)4132272-1 (DE-588)1071861417 |
| title | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 |
| title_auth | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 |
| title_exact_search | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 |
| title_full | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 edited by Robert C. Dalang, Marco Dozzi, Francesco Russo |
| title_fullStr | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 edited by Robert C. Dalang, Marco Dozzi, Francesco Russo |
| title_full_unstemmed | Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996 edited by Robert C. Dalang, Marco Dozzi, Francesco Russo |
| title_short | Seminar on Stochastic Analysis, Random Fields and Applications |
| title_sort | seminar on stochastic analysis random fields and applications centro stefano franscini ascona september 1996 |
| title_sub | Centro Stefano Franscini, Ascona, September 1996 |
| topic | Mathematics Mathematics, general Mathematik Zufälliges Feld (DE-588)4191094-1 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Mathematics Mathematics, general Mathematik Zufälliges Feld Finanzmathematik Stochastische Analysis Konferenzschrift 1996 Ascona |
| url | https://doi.org/10.1007/978-3-0348-8681-9 |
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