Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 1st Edition
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Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 1st Edition

SKU: 9783034882095

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Additional information

Full Title

Seminar on Stochastic Analysis, Random Fields and Applications III Centro Stefano Franscini, Ascona, September 1999 1st Edition
Author(s)

Robert C. Dalang, Marco Dozzi, Francesco Russo
Edition

1st Edition
ISBN

9783034882095, 9783034894746, 9783764367213
Publisher

Birkhäuser
Format

PDF and EPUB

Description

This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.