| Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 Contributor(s): Buckdahn, Rainer (Editor), Engelbert, Hans J. (Editor), Yor, Marc (Editor) |
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ISBN: 0415298830 ISBN-13: 9780415298834 Publisher: CRC Press OUR PRICE: $142.50 Product Type: Hardcover - Other Formats Published: May 2002 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Bayesian Analysis |
| Dewey: 519.2 |
| LCCN: 2002190397 |
| Series: Stochastics Monographs |
| Physical Information: 0.85" H x 5.9" W x 9.22" (1.24 lbs) 290 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |