Surveys in stochastic processes

Surveys in stochastic processes

by Blath, Jochen Imkeller, Peter Rœlly, Sylvie

Type Book
Rate 0.0 /5
Details
Files
Reviews
Download

Title Statements

  • Full title :Surveys in stochastic processes / Jochen Blath, Peter Imkeller, Sylvie Rœlly, editors.

Edition Statements

  • Publication Date:[2011], ©2011.

Publication Statements

Notes

Essays written by many of the plenary lecturers of the 33rd Conference on Stochastic Processes and Their Applications held in Berlin July 27-31, 2009.

The Physical Object

  • Description:xiii, 248 pages : : illustrations ; : 25 cm.

Edition Identifiers

  • ISBN:3037190728, 9783037190722
  • oclc:ocn746598744
  • LC Classification:QA274.A1
  • Dewey Decimal:519.2/3

Table of Contents

Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles -- The COGARCH : a review, with news on option pricing and statistical inference -- Some properties of quasi-stationary distributions for finite Markov chains -- The parabolic Anderson model with heavy-tailed potential -- From exploration paths to mass excursions : variations on a theme of Ray and Knight -- Gaussian approximation of functionals : Malliavin calculus and Stein's method -- Merging and stability for time inhomogeneous finite Markov chains -- Some mathematical aspects of market impact modeling -- The self-avoiding walk : a brief survey -- Lp-independence of growth bounds of Feynman-Kac semigroups -- Some recent progress on functional inequalities and applications.

Read More ↓

Subjects

Conference papers and proceedings Processus stochastiques -- Congrès Stochastic Processes Stochastic processes -- Congresses

Writers

Blath, Jochen Imkeller, Peter Rœlly, Sylvie

More from this Series

  • Representations of algebras and related topics

    cop. 2011.
    more →
    Representations of algebras and related topics

  • Representations of algebras and related topics

    2011.
    more →
    Representations of algebras and related topics

  • Representations of algebras and related topics

    cop. 2011.
    more →
    Representations of algebras and related topics

  • Representations of algebras and related topics

    2011.
    more →
    Representations of algebras and related topics

  • Representations of algebras and related topics

    2011
    more →
    Representations of algebras and related topics

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

  • Surveys in Stochastic Processes (EMS Series of Co…

    PDF · 4.0 MB · updated
    Login →

  • Surveys in Stochastic Processes -- (.pdf)

    PDF · 1.8 MB · updated
    Login →
Log in to request a copy