Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany),...

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Rainer Buckdahn Hans J. Engelbert

Stochastic Processes and Related Topics

Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

Rainer Buckdahn, Hans J. Engelbert, Marc Yor

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CRC Press
05 September 2019

Business & management; Stochastics

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.

Edited by: Rainer Buckdahn, Hans J. Engelbert, Marc Yor
Imprint: CRC Press
Country of Publication: United Kingdom
Dimensions: Height: 229mm, Width: 152mm,
Weight: 395g
ISBN: 9780367396145
ISBN 10: 0367396149
Pages: 296
Publication Date: 05 September 2019
Audience: College/higher education , Primary
Format: Paperback
Publisher's Status: Active

Rainer Buckdahn, Hans-Jurgen Engelbert, Marc Yor