Band 58
Seminar on Stochastic Analysis, Random Fields and Applications IV Centro Stefano Franscini, Ascona, May 2002
Aus der Reihe
Progress in Probability
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- Hardcover
- Taschenbuch ausgewählt
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Sprache:Englisch
Fr. 137.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
23.10.2012
Abbildungen
XII, 328 p.
Herausgeber
Robert Dalang + weitereVerlag
Springer BaselSeitenzahl
328
Maße (L/B/H)
23.5/15.5/1.9 cm
Gewicht
522 g
Auflage
1oftcover reprint of the original 1st ed. 2004
Sprache
Englisch
ISBN
978-3-0348-9630-6
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.
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