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TitleSeminar on Stochastic Analysis, Random Fields and Applications III [electronic resource] : Centro Stefano Franscini, Ascona, September 1999 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo
ImprintBasel : Birkhรคuser Basel : Imprint: Birkhรคuser, 2002
Connect tohttp://dx.doi.org/10.1007/978-3-0348-8209-5
Descript XVII, 302 p. online resource

CONTENT

Light, atoms, and singularities -- How random are random walks ? -- Classical solutions for SPDEs with Dirichlet boundary conditions -- Credit Risk: The structural approach revisited -- Classical solutions for Kolmogorov equations in Hilbert spaces -- Monotone gradient systems in L2spaces -- Catalytic and mutually catalytic super-brownian motions -- Sticky particles, scalar conservation law and pressureless gas equations -- Affine short rate models -- A filtered EM algorithm for parameter estimation in linear filtering -- Instability of a quantum particle induced by a randomly varying spring coefficient -- On the superreplication approach for European interest rates derivatives -- A complete market model with Poisson and Brownian components -- Stochastic calculus and processes in non-commutative space-time -- A measure-valued process related to the parabolic Anderson model -- Homogenization of PDEs with non linear boundary condition -- A Bayesian adaptative control approach to risk management in a binomial model -- Hรถlder continuity for the stochastic heat equation with spatially correlated noise -- Regularity conditions for parabolic SPDEs on Lie groups -- Forward integrals and stochastic differential equations


Mathematics Probabilities Quantum physics Statistics Mathematics Probability Theory and Stochastic Processes Statistics for Business/Economics/Mathematical Finance/Insurance Quantum Physics



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