Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

Author:   Rainer Buckdahn ,  Hans J. Engelbert ,  Marc Yor
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367396145


Pages:   296
Publication Date:   05 September 2019
Format:   Paperback
Availability:   In Print   Availability explained
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Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000


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Overview

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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Author:   Rainer Buckdahn ,  Hans J. Engelbert ,  Marc Yor
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
ISBN:  

9780367396145


ISBN 10:   0367396149
Pages:   296
Publication Date:   05 September 2019
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Rainer Buckdahn, Hans-Jurgen Engelbert, Marc Yor

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