Stochastic differential equations and processes: SAAP, Tunisia, October 7-9, 2010
by Zili, Mounir, Filatova, Darya V., International Conference on Stochastic Analysis and Applied Probability, International Conference on Stochastic Analysis and Applied Probability, Yasmine-Hammamet, Tunisia), SAAP, Yasmine-Hammamet, Tunisia)
fromSpringer proceedings in mathematics
Selected papers submitted by participants of the international Conference "Stochastic Analysis and Applied Probability 2010" (www.saap2010.org) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the "Applied Mathemat…
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of …
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of …
Annotation
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of ap…
Résumé : Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the ra…
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of ap…