This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro Stefano Fran- scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe- matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. ‘s) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe- nomena, a theory of s. p. d. e. ‘s driven by noises concentrated on hyperplanes was presented.
Robert Dalang & Marco Dozzi
Seminar on Stochastic Analysis, Random Fields and Applications IV [PDF ebook]
Centro Stefano Franscini, Ascona, May 2002
Seminar on Stochastic Analysis, Random Fields and Applications IV [PDF ebook]
Centro Stefano Franscini, Ascona, May 2002
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Limba Engleză ● Format PDF ● ISBN 9783034879439 ● Editor Robert Dalang & Marco Dozzi ● Editura Birkhauser Basel ● Publicat 2012 ● Descărcabil 3 ori ● Valută EUR ● ID 6359183 ● Protecție împotriva copiilor Adobe DRM
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