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Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005
Authors: --- --- ---
ISBN: 1281242063 9786611242060 3764384581 3764384573 Year: 2008 Volume: 59 Publisher: Basel ; Boston : Birkhauser,

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Abstract

This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Solé, M. Scheutzow, A. Soós, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski.


Book
Seminar on stochastic analysis, random fields and applications VI : Centro Stefano Franscini, Ascona, May 2008
Authors: --- --- ---
ISBN: 3034800207 9786613086440 3034800215 1283086441 Year: 2011 Publisher: Basel [Switzerland] : Birkhauser,

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Abstract

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: S. Albeverio S. Ankirchner V. Bogachev R. Brummelhuis Z. Brzeźniak R. Carmona C. Ceci J.M. Corcuera A.B. Cruzeiro G. Da Prato M. Fehr D. Filipović B. Goldys M. Hairer E. Hausenblas F. Hubalek H. Hulley P. Imkeller A. Jakubowski A. Kohatsu-Higa A. Kovaleva E. Kyprianou C. Léonard J. Lörinczi A. Malyarenko B. Maslowski J.C. Mattingly S. Mazzucchi L. Overbeck E. Platen M. Röckner M. Romito T. Schmidt R. Sircar W. Stannat K.-T. Sturm A. Toussaint L. Vostrikova J. Woerner Y. Xiao J.-C. Zambrini.

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