Tools

LEADER 04985cam 2200577 a 4500

001 ssj0000508521;

003 WaSeSS;

005 20240412080346.0;

006 m d ;

007 cr n ;

008 110215s2011 sz a sb 100 0 eng d;

010 a| 2011923065;

020 a| 9783034800204 (alk. paper);

020 a| 3034800207 (alk. paper);

020 a| 9783034800211 (ebk.);

020 a| 3034800215 (ebk.);

035 a| (WaSeSS)ssj0000508521;

042 a| pcc;

049 a| EREEa| NEHH;

050 00 a| QA274.2b| .S45 2008;

082 00 a| 519.2/22| 23;

111 2 a| Seminar on Stochastic Analysis, Random Fields, and Applicationsn| (6th :d| 2008 :c| Centro Stefano Franscini, Ascona)?| UNAUTHORIZED;

245 10 a| Seminar on Stochastic Analysis, Random Fields and Applications VIh| [electronic resource] :b| Centro Stefano Franscini, Ascona, May 2008 /c| Robert C. Dalang, Marco Dozzi, Francesco Russo, editors.;

260 a| Basel :b| Birkhäuser,;

300 a| xi, 492 p. :b| ill. ;c| 24 cm.;

490 1 a| Progress in probability ;v| v. 63;

504 a| Includes bibliographical references.;

505 0 a| Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

650 0 a| Stochastic analysisv| Congresses.=| ^A536639;

650 0 a| Random fieldsv| Congresses.=| ^A156648;

650 0 a| Mathematicsv| Congresses.=| ^A2085;

650 0 a| Distribution (Probability theory)v| Congresses.=| ^A1553;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Dalang, Robert C.,d| 1961-=| ^A373786;

700 1 a| Dozzi, M.=| ^A229743;

700 1 a| Russo, Francesco,d| 1959-?| UNAUTHORIZED;

830 0 a| Progress in probability ;v| 63.=| ^A253352;

856 40 z| Full text available from Springer Booksu| https://go.openathens.net/redirector/ecu.edu?url=https%3A%2F%2Flink.springer.com%2F10.1007%2F978-3-0348-0021-1;

856 40 z| Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2011 English Internationalu| https://go.openathens.net/redirector/ecu.edu?url=https%3A%2F%2Flink.springer.com%2F10.1007%2F978-3-0348-0021-1;

947 a| (OCoLC)ocn726829869;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

949 a| CLICK ON WEB ADDRESSw| ASISh| HSL77;

949 a| CLICK ON WEB ADDRESSw| ASISh| JMUSIC60;

596 a| 1 3 4;

998 a| 4273848;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4273848-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 1/4/2016x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4273848-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 1/4/2016x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4273848-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 1/4/2016x| EBOOKz| JERESOURCE;

Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 / Robert C. Dalang, Marco Dozzi, Francesco Russo, editors.

Author/creator	Seminar on Stochastic Analysis, Random Fields, and Applications
Other author	Dalang, Robert C., 1961-
Other author	Dozzi, M.
Other author	Russo, Francesco, 1959-
Format	Electronic
Publication Info	Basel : Birkhäuser,
Description	xi, 492 p. : ill. ; 24 cm.
Supplemental Content	Full text available from Springer Books
Supplemental Content	Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2011 English International
Subjects	Stochastic analysis--Congresses. Random fields--Congresses. Mathematics--Congresses. Distribution (Probability theory)--Congresses.

Series	Progress in probability ; v. 63 Progress in probability ; 63. ^A253352
Contents	Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.
Bibliography note	Includes bibliographical references.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2011923065
ISBN	9783034800204 (alk. paper)
ISBN	3034800207 (alk. paper)
ISBN	9783034800211 (ebk.)
ISBN	3034800215 (ebk.)

Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 / Robert C. Dalang, Marco Dozzi, Francesco Russo, editors.

Click here for more information about this title