Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005
Publication year: 2008
: 978-3-7643-8458-6
This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering.
: Mathematics and Statistics, Brownian motion, Dirichlet form, Gaussian noise, Ornstein-Uhlenbeck process, Stochastic processes, Time series, diffusion process, financial mathematics, fractional Brownian motion, random dynamical system, random field, rough path, stochastic analysis, stochastic process
