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Stochastic Processes and Related Topics - Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Paperback)
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Stochastic Processes and Related Topics - Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Paperback)
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This volume comprises selected papers presented at the 12th Winter
School on Stochastic Processes and their Applications, which was
held in Siegmundsburg, Germany, in March 2000. The contents include
Backward Stochastic Differential Equations; Semilinear PDE and
SPDE; Arbitrage Theory; Credit Derivatives and Models for
Correlated Defaults; Three Intertwined Brownian Topics: Exponential
Functionals, Winding Numbers and Local Times. A unique opportunity
to read ideas from all the top experts on the subject, Stochastic
Processes and Related Topics is intended for postgraduates and
researchers working in this area of mathematics and provides a
useful source of reference.
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