Stochastic Processes and Related Topics : Stochastics Monographs - Jeff Englebert

Stochastic Processes and Related Topics

By: Jeff Englebert

Hardcover | 9 February 1996 | Edition Number 1

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This volume contains lectures presented at the 10th Winter School on Stochastic Processes and their Applications, held in Siegmundsburg, 13-19 March 1994.
The Winter School included two series of invited lectures, Stochastic Analysis in Mathematical Finance, given by Hans Follmer and Stochastic Partial Differential Equations, presented by Jerzy Zabczyk. Other papers in this collection detail recent developments in stochastic analysis, applications to finance mathematics, stochastic differential and partial differential equations and Markov processes.
It is hoped that this volume will give a unique insight into the work of the Winter School and will be of considerable value to graduate students and researchers working on both the theory and the applications of stochastic processes.

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