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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, 1993 1995 ed. [Kõva köide]

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  • Formaat: Hardback, 394 pages, kõrgus x laius: 235x155 mm, kaal: 814 g, X, 394 p., 1 Hardback
  • Sari: Progress in Probability 36
  • Ilmumisaeg: 27-Jul-1995
  • Kirjastus: Birkhauser Verlag AG
  • ISBN-10: 3764352418
  • ISBN-13: 9783764352417
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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, 1993 1995 ed.Suurem pilt
  • Formaat: Hardback, 394 pages, kõrgus x laius: 235x155 mm, kaal: 814 g, X, 394 p., 1 Hardback
  • Sari: Progress in Probability 36
  • Ilmumisaeg: 27-Jul-1995
  • Kirjastus: Birkhauser Verlag AG
  • ISBN-10: 3764352418
  • ISBN-13: 9783764352417
Teised raamatud teemal:
Püsilink: https://www.kriso.ee/db/9783764352417.html
Märksõnad:
Pure and applied stochastic analysis and random fields form the subject of this text. The collection of articles on these topics represent the state-of-the-art of the research in the field, with particular attention given to stochastic models in finance.

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Propagation of chaos the inverse problem.- A remark on stachastic
dynamics on the infinite-dimensional torus.- Diffusion-approximation for the
advection-diffusion of a passive scalar by a space-time Gaussian velocity
field.- A new space of white noise distributions and applications to SPDEs.-
Dissipativity of three-dimensional stochastic Navier-Stokes equation.-
Bernstein diffusions and Euclidean quantum field theory.- A Fubini theorem
for generalized Stratonovich integrals.- Large deviations via parameter
dependent change of measure, and an application to the lower tail of Gaussian
processes.- An equation modelling transport of a substance in a stochastic
medium.- Stochastic representation of unitary quantum evolution.- Critical
dimensions for the existence of self-intersection local times of the Brownian
sheet in ?d.- Density estimates for stochastic partial differential
equations.- Almost sure convergence of stochastic differential equations of
jump-diffusion type.- Applications and foundations of quasi sure analysis.- A
duality formula on the Poisson space and some applications.- Generalized
functions and stochastic processes.- On the geometry defined by Dirichlet
forms.- Random Brownian scaling and some absolute continuity relationships.-
Recent progress in the hypercontractive semigroups.- Financial models.-
Alternative estimators of a diffusion model of the term structure of interest
rates. A Monte Carlo comparison.- Backward stochastic differential equations.
Option hedging under additional cost.- Componentwise and vector stochastic
integration with respect to certain multi-dimensional continuous local
martingales.- Stock price returns and the Joseph effect: A fractional version
of the Black-Scholes model.- Critical price for an American option
nearmaturity.- Hedging of options under discrete observation on assets with
stochastic volatility.- Convergence of option values under incompleteness.-
Portfolio selection with transaction costs.