Book Details

Stochastic Analysis and Applications

Publication year: 2007

ISBN: 978-3-540-70847-6

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The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers.


Subject: Mathematics and Statistics, Chaos, Markov, Stochastic Differential Equations, Stochastic calculus, analysis, mechanics, model, quantitative finance