home libri books Fumetti ebook dvd top ten sconti 0 Carrello


Torna Indietro

dalang robert (curatore); dozzi marco (curatore); russo francesco (curatore) - seminar on stochastic analysis, random fields and applications

Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996

; ;




Disponibilità: Normalmente disponibile in 10 giorni


PREZZO
108,98 €
NICEPRICE
103,53 €
SCONTO
5%



Questo prodotto usufruisce delle SPEDIZIONI GRATIS
selezionando l'opzione Corriere Veloce in fase di ordine.


Pagabile anche con Carta della cultura giovani e del merito, 18App Bonus Cultura e Carta del Docente


Facebook Twitter Aggiungi commento


Spese Gratis

Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 04/1999
Edizione: 1999





Trama

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.





Sommario

On a semigroup approach to no-arbitrage pricing theory.- Generalized random vector fields and Euclidean quantum vector fields.- Central limit theorem for the local time of a Gaussian process.- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion.- A microscopic model of phase field type.- Ergodic backward SDE and associated PDE.- Statistical manifolds, self-parallel curves and learning processes.- Law of iterated logarithm for parabolic SPDEs.- Random production flows. An exactly solvable fluid model.- A compactness principle for bounded sequences of martingales with applications.- Risk minimizing hedging strategies under partial observation.- Multiparameter Markov processes and capacity.- Iterated Brownian motion and its intrinsic skeletal structure.- Heavy traffic and optimal control methods for a communications system.- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch.- Independence of a class of multiple stochastic integrals.- Existence of invariant measures for diffusion processes on Banach spaces.- On some new type of infinite dimensional Laplacians.- Stochastic PDE’s of Schrödinger type and stochastic Mehler kernels — a path integral approach.- Probability and quantum symmetries in a Riemannian manifold.










Altre Informazioni

ISBN:

9783764361068

Condizione: Nuovo
Collana: Progress in Probability
Dimensioni: 235 x 155 mm Ø 1370 gr
Formato: Copertina rigida
Illustration Notes:X, 300 p.
Pagine Arabe: 300
Pagine Romane: x


Dicono di noi