Seminar on Stochastic Analysis, Random Fields and Applications IV - Centro Stefano Franscini, Ascona, May 2002 (Hardcover, 2004 ed.)

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."

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Progress in Probability, 58
Release date:	September 2004
First published:	2004
Editors:	Robert Dalang • Marco Dozzi • Francesco Russo
Dimensions:	235 x 155 x 20mm (L x W x T)
Format:	Hardcover
Pages:	328
Edition:	2004 ed.
ISBN-13:	978-3-7643-7131-9
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	3-7643-7131-5
Barcode:	9783764371319

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