Seminar on Stochastic Analysis, Random Fields and Applications IV by Robert Dalang
This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro Stefano Fran- scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe- matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe- nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented.-
An Introduction to Stochastic Integration
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XIV Symposium on Probability and Stochastic Processes
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Advances in Probability and Mathematical Statistics
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High Dimensional Probability IX
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Random Walks, Boundaries and Spectra
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Spatial Stochastic Processes
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Seminar on Stochastic Analysis, Random Fields and Applications VI
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The Dynkin Festschrift
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Seminar on Stochastic Analysis, Random Fields and Applications VII
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A Lifetime of Excursions Through Random Walks and Levy Processes
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Percolation Theory for Mathematicians
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Stochastic Analysis with Financial Applications
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Products of Random Matrices with Applications to Schroedinger Operators
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High Dimensional Probability VI
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Stochastic Analysis and Applications
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Random Perturbations of Dynamical Systems
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Dependence in Probability and Statistics
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Seminar on Stochastic Processes, 1991
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Stochastic Analysis and Related Topics V
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Mathematical Aspects of Spin Glasses and Neural Networks
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Perplexing Problems in Probability
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Trees
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XIII Symposium on Probability and Stochastic Processes
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Fractal Geometry and Stochastics IV
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Seminar on Stochastic Analysis, Random Fields and Applications V
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XII Symposium of Probability and Stochastic Processes
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Seminar on Stochastic Analysis, Random Fields and Applications
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Spin Glasses: Statics and Dynamics
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In and Out of Equilibrium 2
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High Dimensional Probability VII
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Stochastic Analysis and Related Topics VII
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Probability in Banach Spaces, 9
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Seminar on Stochastic Processes, 1992
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Stochastic Analysis and Related Topics
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Stochastic Analysis and Related Topics VI
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Random Walks, Brownian Motion, and Interacting Particle Systems
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XI Symposium on Probability and Stochastic Processes
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Fractal Geometry and Stochastics V
| SKU | Unavailable |
| ISBN 13 | 9783764371319 |
| ISBN 10 | 3764371315 |
| Title | Seminar on Stochastic Analysis, Random Fields and Applications IV |
| Author | Robert Dalang |
| Series | Progress In Probability |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Birkhauser Verlag AG |
| Year published | 2004-09-27 |
| Number of pages | 328 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |