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Seminar on Stochastic Analysis, Random Fields and Applications III

Centro Stefano Franscini, Ascona, September 1999

  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo

Part of the Progress in Probability book series (PRPR, volume 52)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. O. E. Barndorff-Nielsen, F. E. Benth, J. L. Jensen
    Pages 1-18
  3. R. Blei
    Pages 19-31
  4. G. Da Prato
    Pages 73-88
  5. D. A. Dawson, K. Fleischmann
    Pages 89-110
  6. A. Dermoune, H. Machrafi, O. Moutsinga
    Pages 111-120
  7. D. Filipović
    Pages 121-132
  8. M. Jeanblanc, N. Privault
    Pages 189-204
  9. Y. Ouknine, É. Pardoux
    Pages 229-242
  10. W. Runggaldier, B. Trivellato, T. Vargiolu
    Pages 243-258

About these proceedings

Keywords

Brownian motion Kolmogorov equations Random Walk Stochastic Differential Equations Stochastic calculus calculus expectation–maximization algorithm financial engineering modeling probbility theory

Editors and affiliations

  • Robert C. Dalang
    • 1
  • Marco Dozzi
    • 2
  • Francesco Russo
    • 3
  1. 1.Département de MathématiquesEcole Polytechnique FédéraleLausanneSwitzerland
  2. 2.Institut Elie CartanUniversité Henri PoincaréVandoeuvre-les-Nancy CedexFrance
  3. 3.Département de MathématiquesInstitut GaliléeVilletaneuseFrance

Bibliographic information

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