9783034800204 (alk. paper)
IR
EN-53897
انگلیسی
IR
Seminar on Stochastic Analysis, Random Fields and Applications VI
[Book]
:Centro Stefano Franscini, Ascona, May 2008
/ Robert C. Dalang, Marco Dozzi, Francesco Russo, editors
Basel
: Birkheauser,
, c2011.
xi, 492 p. , ill. , 24 cm.
(Progress in probability
; v. 63)
Electronic
Includes bibliographical references.
Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.
Progress in probability
63
Stochastic analysis, Congresses
Random fields, Congresses
Mathematics, Congresses
Distribution (Probability theory), Congresses
E-BOOK
Seminar on Stochastic Analysis, Random Fields, and Applications(6th :2008 :Centro Stefano Franscini, Ascona)
Dalang, Robert C.,1961-
Dozzi, M
Russo, Francesco,1959-
ایران
9783034800211.pdf
عادی
عادی
9783034800211.pdf
متن
old catalog
e
BL
1
a
Y
