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| 003 - CONTROL NUMBER IDENTIFIER |
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OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20140310151451.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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110315s2011 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783034800211 |
|
978-3-0348-0021-1 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA273.A1-274.9 |
|
|---|
| Classification number |
QA274-274.9 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
Basel : |
| -- |
Springer Basel, |
| -- |
2011. |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dalang, Robert. |
| Relator term |
editor. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Seminar on Stochastic Analysis, Random Fields and Applications VI |
| Medium |
[electronic resource] : |
| Remainder of title |
Centro Stefano Franscini, Ascona, May 2008 / |
| Statement of responsibility, etc |
edited by Robert Dalang, Marco Dozzi, Francesco Russo. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XII, 492 p. |
| Other physical details |
online resource. |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Progress in Probability ; |
| Volume number/sequential designation |
63 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Preface -- List of participants -- I Stochastic Analysis and Random Fields -- The trace formula for the heat semigroup with polynomial potential -- Existence results for Fokker–Planck equations in Hilbert spaces -- Uniqueness in law of the Itô integral with respect to Lévy noise -- Statistical inference and Malliavin calculus -- Hydrodynamics, probability and the geometry of the diffeomorphisms group -- On stochastic ergodic control in infinite dimensions -- Yet another look at Harris’ ergodic theorem for Markov chains -- Old and new examples of scale functions for spectrally negative Lévy processes -- A visual criterion for identifying Itô diffusions as martingales or strict local martingales -- Are fractional Brownian motions predictable? -- Control of exit time for Lagrangian systems with weak noise -- A probabilistic deformation of calculus of variations with constraints -- Exponential integrability and DLR consistence of some rough functional -- A family of series representations of the multiparameter fractional Brownian motion -- The martingale problem for Markov solutions to the Navier-Stokes equations -- Functional inequalities for the Wasserstein Dirichlet form -- Entropic measure on multidimensional spaces -- Properties of strong local nondeterminism and local times of stable random fields -- II Stochastic Methods in Financial Models -- Hedging with residual risk: a BSDE approach -- Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1, 1) -- The clean development mechanism and joint price formation for allowances and CERs -- Optimal investment problems with marked point processes -- Doubly stochastic CDO term structures -- A framework for dynamic hedging under convex risk measures -- On the stability of prices of contingent claims in incomplete models under statistical estimations -- Analyzing the fine structure of continous time stochastic processes. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: S. Albeverio S. Ankirchner V. Bogachev R. Brummelhuis Z. Brzeźniak R. Carmona C. Ceci J.M. Corcuera A.B. Cruzeiro G. Da Prato M. Fehr D. Filipović B. Goldys M. Hairer E. Hausenblas F. Hubalek H. Hulley P. Imkeller A. Jakubowski A. Kohatsu-Higa A. Kovaleva E. Kyprianou C. Léonard J. Lörinczi A. Malyarenko B. Maslowski J.C. Mattingly S. Mazzucchi L. Overbeck E. Platen M. Röckner M. Romito T. Schmidt R. Sircar W. Stannat K.-T. Sturm A. Toussaint L. Vostrikova J. Woerner Y. Xiao J.-C. Zambrini |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dozzi, Marco. |
| Relator term |
editor. |
|
|---|
| Personal name |
Russo, Francesco. |
| Relator term |
editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783034800204 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-0348-0021-1 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
