عنوان

Seminar on Stochastic Analysis, Random Fields and Applications VI

شابک

9783034800204 (alk. paper)

کد کشور

IR

شماره

EN-53897

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Seminar on Stochastic Analysis, Random Fields and Applications VI

نام عام مواد

[Book]

ساير اطلاعات عنواني

:Centro Stefano Franscini, Ascona, May 2008

نام نخستين پديدآور

/ Robert C. Dalang, Marco Dozzi, Francesco Russo, editors

محل نشرو پخش و غیره

Basel

نام ناشر، پخش کننده و غيره

: Birkheauser,

تاریخ نشرو بخش و غیره

, c2011.

نام خاص و کميت اثر

xi, 492 p. , ill. , 24 cm.

عنوان فروست

(Progress in probability

مشخصه جلد

; v. 63)

متن يادداشت

Electronic

متن يادداشت

Includes bibliographical references.

متن يادداشت

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.

عنوان

Progress in probability

شماره جلد

63

موضوع مستند نشده

Stochastic analysis, Congresses

موضوع مستند نشده

Random fields, Congresses

موضوع مستند نشده

Mathematics, Congresses

موضوع مستند نشده

Distribution (Probability theory), Congresses

شماره رده

مستند نام اشخاص تاييد نشده

Seminar on Stochastic Analysis, Random Fields, and Applications(6th :2008 :Centro Stefano Franscini, Ascona)

مستند نام اشخاص تاييد نشده

Dalang, Robert C.,1961-

مستند نام اشخاص تاييد نشده

Dozzi, M

مستند نام اشخاص تاييد نشده

Russo, Francesco,1959-

کشور

ایران

نام ميزبان

9783034800211.pdf

شماره دسترسي

عادی

اطلاعات مختصر

عادی

تاريخ و ساعت مذاکره و دسترسي

9783034800211.pdf

نوع فرمت الکترونيکي

متن

وضعیت فهرست نویسی

old catalog

فرمت انتشار

e

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y