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    Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996

    Posted By: insetes
    Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996

    Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996 By Emilio Barucci, Fausto Gozzi (auth.), Robert C. Dalang, Marco Dozzi, Francesco Russo (eds.)
    1999 | 300 Pages | ISBN: 3034897278 | PDF | 11 MB


    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 Veritá) 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 modelling. The third topic was the subject of a minisymposium on stochastic methods in financial models.