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＜電子ブック＞
Seminar on Stochastic Analysis, Random Fields and Applications III : Centro Stefano Franscini, Ascona, September 1999 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo
(Progress in Probability. ISSN:22970428 ; 52)

版	1st ed. 2002.
出版者	(Basel : Birkhäuser Basel : Imprint: Birkhäuser)
出版年	2002
本文言語	英語
大きさ	XVII, 302 p : online resource
著者標目	Dalang, Robert C editor Dozzi, Marco editor Russo, Francesco editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Statistics  LCSH:Quantum physics FREE:Probability Theory FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Quantum Physics
一般注記	Light, atoms, and singularities -- How random are random walks ? -- Classical solutions for SPDEs with Dirichlet boundary conditions -- Credit Risk: The structural approach revisited -- Classical solutions for Kolmogorov equations in Hilbert spaces -- Monotone gradient systems in L2spaces -- Catalytic and mutually catalytic super-brownian motions -- Sticky particles, scalar conservation law and pressureless gas equations -- Affine short rate models -- A filtered EM algorithm for parameter estimation in linear filtering -- Instability of a quantum particle induced by a randomly varying spring coefficient -- On the superreplication approach for European interest rates derivatives -- A complete market model with Poisson and Brownian components -- Stochastic calculus and processes in non-commutative space-time -- A measure-valued process related to the parabolic Anderson model -- Homogenization of PDEs with non linear boundary condition -- A Bayesian adaptative control approach to risk management in a binomial model -- Hölder continuity for the stochastic heat equation with spatially correlated noise -- Regularity conditions for parabolic SPDEs on Lie groups -- Forward integrals and stochastic differential equations HTTP:URL=https://doi.org/10.1007/978-3-0348-8209-5

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