INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9783034800204 (alk. paper)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-53897
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Seminar on Stochastic Analysis, Random Fields and Applications VI
General Material Designation
[Book]
Other Title Information
:Centro Stefano Franscini, Ascona, May 2008
First Statement of Responsibility
/ Robert C. Dalang, Marco Dozzi, Francesco Russo, editors
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Basel
Name of Publisher, Distributor, etc.
: Birkheauser,
Date of Publication, Distribution, etc.
, c2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xi, 492 p. , ill. , 24 cm.
SERIES
Series Title
(Progress in probability
Volume Designation
; v. 63)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references.
CONTENTS NOTE
Text of Note
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.
SERIES
Title
Progress in probability
Volume Number
63
TOPICAL NAME USED AS SUBJECT
Stochastic analysis, Congresses
Random fields, Congresses
Mathematics, Congresses
Distribution (Probability theory), Congresses
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Seminar on Stochastic Analysis, Random Fields, and Applications(6th :2008 :Centro Stefano Franscini, Ascona)
PERSONAL NAME - SECONDARY RESPONSIBILITY
Dalang, Robert C.,1961-
Dozzi, M
Russo, Francesco,1959-
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9783034800211.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9783034800211.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
