Progress in Probability: Centro Stefano Franscini, Ascona, May 2011

Dalang, Robert C.; Dozzi, Marco; Russo, Francesco

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 Verità) 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.​

Details

Published by: Birkhäuser

Publication Date: 2013-09-17

Format: Hardcover

ISBN-13: 9783034805445

DOI: 10.1007/978-3-0348-0545-2

Dimensions: 235cm x155cm

Pages: 469