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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English

CRC Press
16 May 2002

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: 234mm, Width: 156mm, Spine: 22mm
Weight: 562g
ISBN: 9780415298834
ISBN 10: 0415298830
Pages: 290
Publication Date: 16 May 2002
Audience: Professional and scholarly , Professional and scholarly , Professional and scholarly , Undergraduate , Further / Higher Education
Format: Hardback
Publisher's Status: Active

Rainer Buckdahn, Hans J. Engelbert, Marc Yor