Stochastic Processes and Related Topics
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Absorbing Points
advanced stochastic process applications
Backward Stochastic Differential Equations
Bessel Process
Brownian Bridge
Category=KCH
Category=KJ
Category=PBT
Category=PBW
Continuous Local Martingale
credit risk models
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equivalent Local Martingale Measure
Equivalent Martingale Measure
Ergodic Diffusions
European Call Option
financial mathematics
Isolated Singular Point
Levy Process
Local Martingale
Local Time
Local Time Process
Markov process modelling
Martingale Measure
Minimal Martingale Measure
Optimal Approximation Rate
probability theory
Proportional Transaction Costs
Quasi Variational Inequalities
semilinear partial differential equations
stochastic analysis
Stochastic Differential Equations
Stochastic Integrals
Stochastically Bounded
Symmetric Stable Processes
Variance Optimal Martingale Measure
Viscosity Subsolution
Product details
- ISBN 9780367396145
- Weight: 394g
- Dimensions: 152 x 229mm
- Publication Date: 05 Sep 2019
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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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.
Rainer Buckdahn, Hans J. Engelbert, Marc Yor
