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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996 1999 ed. [Kõva köide]

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  • Formaat: Hardback, 300 pages, kõrgus x laius: 235x155 mm, kaal: 1370 g, X, 300 p., 1 Hardback
  • Sari: Progress in Probability 45
  • Ilmumisaeg: 01-Apr-1999
  • Kirjastus: Birkhauser Verlag AG
  • ISBN-10: 3764361069
  • ISBN-13: 9783764361068
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  • Formaat: Hardback, 300 pages, kõrgus x laius: 235x155 mm, kaal: 1370 g, X, 300 p., 1 Hardback
  • Sari: Progress in Probability 45
  • Ilmumisaeg: 01-Apr-1999
  • Kirjastus: Birkhauser Verlag AG
  • ISBN-10: 3764361069
  • ISBN-13: 9783764361068
Teised raamatud teemal:
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.

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PDE.- Statistical manifolds, self-parallel curves and learning processes.-
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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 PDEs of Schrödinger type and stochastic Mehler
kernels a path integral approach.- Probability and quantum symmetries in a
Riemannian manifold.