Seminar On Stochastic Analysis, Random Fields And Applications: Centro Stefano Franscini, Ascona, September 1996 Robert C. Dalang

ISBN: 9780817661069

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Seminar On Stochastic Analysis, Random Fields And Applications: Centro Stefano Franscini, Ascona, September 1996  by  Robert C. Dalang

Seminar On Stochastic Analysis, Random Fields And Applications: Centro Stefano Franscini, Ascona, September 1996 by Robert C. Dalang
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This volume contains 20 refereed research or review papers presented at the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verit) in Ascona, Switzerland, fromMoreThis volume contains 20 refereed research or review papers presented at the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verit) in Ascona, Switzerland, from September 16 to 21, 1996.

The seminar focused on three topics: stochastic analysis, with an emphasis on stochastic partial differential equations and measure-valued diffusions- applications of stochastic analysis to the engineering sciences- and financial modeling.

The third topic was the subject of a mini symposium on stochastic methods in financial models. Series: Progress in Probability, Vol. 45



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