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Nome campo	dettagli
Dewey Class	519.2
Titolo	Seminar on Stochastic Analysis, Random Fields and Applications III ([EBook]) : Centro Stefano Franscini, Ascona, September 1999 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo.
Added Personal Name	Dalang, Robert C.
	Dozzi, Marco
	Russo, Francesco
Other name(s)	SpringerLink (Online service)
Pubblicazione	Basel : Birkhäuser , 2002.
Physical Details	XVII, 302 pages : online resource.
Serie	Progress in probability ; 52
ISBN	9783034882095
Contents note	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 -- Hölder continuity for the stochastic heat equation with spatially correlated noise -- Regularity conditions for parabolic SPDEs on Lie groups -- Forward integrals and stochastic differential equations.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-0348-8209-5
Link alle Opere Legate	Riferimenti soggetto: . Mathematics . Probabilities . Probability theory and stochastic processes . Quantum Physics . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: Dalang, Robert C. . Dozzi, Marco . editor . Russo, Francesco . Corporate Authors: SpringerLink (Online service) . Series: Progress in probability . Classification: 519.2 .

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Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999

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