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Item Details
| Title:
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STOCHASTIC PROCESSES AND RELATED TOPICS
PROCEEDINGS OF THE 12TH WINTER SCHOOL, SIEGMUNDSBURG (GERMANY), FEBRUARY 27-MARCH 4, 2000 |
| By: |
Rainer Buckdahn (Editor), Hans J. Engelbert (Editor), Marc Yor (Editor) |
| Format: |
Electronic book text |
| List price:
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£91.00 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
1482265230 |
| ISBN 13: |
9781482265231 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
21 April, 2014 |
| Pages: |
296 |
| Synopsis: |
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. |
| Publication: |
UK |
| Imprint: |
CRC Press |
| Returns: |
Non-returnable |
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