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Field name	Details
Title	Surveys in Stochastic Processes ([EBook] /) / Jochen Blath, Peter Imkeller, Sylvie Rœlly
Added Personal Name	Blath, Jochen
	Imkeller, Peter
	Rœlly, Sylvie
Publication	Zuerich, Switzerland : : European Mathematical Society Publishing House, , 2011
Physical Details	1 online resource (263 pages)
Series	EMS Series of Congress Reports (ECR) 2523-515X
ISBN	9783037195727
Summary Note	The 33rd Bernoulli Society Conference on “Stochastic Processes and Their Applications” was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries, who communicated recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. The present book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.:
Contents note	Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles /: The COGARCH: a review, with news on option pricing and statistical inference /: Some properties of quasi-stationary distributions for finite Markov chains /: The parabolic Anderson model with heavy-tailed potential /: From exploration paths to mass excursions – variations on a theme of Ray and Knight /: Gaussian approximation of functionals: Malliavin calculus and Stein’s method /: Merging and stability for time inhomogeneous finite Markov chains /: Some mathematical aspects of market impact modeling /: The self-avoiding walk: A brief survey /: $L p$-independence of growth bounds of Feynman–Kac semigroups /: Some recent progress on functional inequalities and applications /:
Mode of acces to digital resource	Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.4171/072
See Also	https://www.ems-ph.org/img/books/blath_mini.jpg
Links to Related Works	Subject References: Probability theory and stochastic processes . Stochastics . Authors: Blath, Jochen . editor . Imkeller, Peter . Rœlly, Sylvie . Series: EMS Series of Congress Reports (ECR) .

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Surveys in Stochastic Processes

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