| 000 -LEADER |
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05112nam a22004815i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-3-7643-8458-6 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161121231216.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2008 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783764384586 |
| -- |
978-3-7643-8458-6 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-3-7643-8458-6 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBWL |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Seminar on Stochastic Analysis, Random Fields and Applications V |
| Medium |
[electronic resource] : |
| Remainder of title |
Centro Stefano Franscini, Ascona, May 2005 / |
| Statement of responsibility, etc. |
edited by Robert C. Dalang, Francesco Russo, Marco Dozzi. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Basel : |
| Name of producer, publisher, distributor, manufacturer |
Birkhäuser Basel, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIII, 519 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Progress in Probability ; |
| Volume/sequential designation |
59 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Stochastic Analysis and Random Fields -- Detection of Dynamical Systems from Noisy Multivariate Time Series -- A Bakry-Emery Criterion for Self-Interacting Diffusions -- Stationary Solutions for the 2D Stochastic Dissipative Euler Equation -- Volterra Equations Perturbed by a Gaussian Noise -- Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme -- Individual-Based Probabilistic Models of Adaptive Evolution and Various Scaling Approximations -- A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations -- Remarks on 3D Stochastic Navier-Stokes Equations -- Slices of a Brownian Sheet: New Results and Open Problems -- An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forcing -- Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut’s Integration-by-Parts Formula -- Probabilistic Deformation of Contact Geometry, Diffusion Processes and Their Quadratures -- Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motion -- Critical Exponents for Semilinear PDEs with Bounded Potentials -- Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces -- Approximation of Rough Paths of Fractional Brownian Motion -- A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in d Dimensions -- Attractors for Ergodic and Monotone Random Dynamical Systems -- On the Stability of Feynman-Kac Propagators -- Some Applications of the Malliavin Calculus to Sub-Gaussian and Non-Sub-Gaussian Random Fields -- Nonlinear Markovian Problems in Large Dimensions -- Stochastic Methods in Financial Models -- A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints -- Numerical Aspects of Loan Portfolio Optimization -- An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets -- No Free Lunch under Transaction Costs for Continuous Processes -- Robustness of the Hobson-Rogers Model with Respect to the Offset Function -- PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors -- Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Solé, M. Scheutzow, A. Soós, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dalang, Robert C. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Russo, Francesco. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dozzi, Marco. |
| 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 |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783764384579 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Progress in Probability ; |
| Volume/sequential designation |
59 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-7643-8458-6 |
| 912 ## - |
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| -- |
ZDB-2-SMA |
