Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

Buckdahn, Rainer, Engelbert, Hans J., Yor, Marc

  • 出版商: CRC
  • 出版日期: 2019-09-05
  • 售價: $2,990
  • 貴賓價: 9.5$2,841
  • 語言: 英文
  • 頁數: 296
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0367396149
  • ISBN-13: 9780367396145
  • 海外代購書籍(需單獨結帳)

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商品描述

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.

作者簡介

Rainer Buckdahn, Hans J. Engelbert, Marc Yor