E-Book, Englisch, Band 52, 302 Seiten, eBook
Reihe: Progress in Probability
Dalang / Dozzi / Russo Seminar on Stochastic Analysis, Random Fields and Applications III
Erscheinungsjahr 2012
ISBN: 978-3-0348-8209-5
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Centro Stefano Franscini, Ascona, September 1999
E-Book, Englisch, Band 52, 302 Seiten, eBook
Reihe: Progress in Probability
ISBN: 978-3-0348-8209-5
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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Research
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Weitere Infos & Material
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.
