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Stochastic Analysis and Applications 2014

Name: Stochastic Analysis and Applications 2014
Brand: Springer International Publishing AG
SKU: 05182486
Price: 112.79 EUR
Availability: InStock
Author: Dan Crisan
ISBN: 9783319112916

In Honour of Terry Lyons

Dan Crisan

Ben Hambly

Thaleia Zariphopoulou

Idioma

Inglés

Libro Tapa dura

Código Libristo: 05182486

Editores Springer International Publishing AG, diciembre 2014

Articles from many of the main contributors to recent progress in stochastic analysis are included i... Descripción completa

Código Libristo: 05182486

276 b

112.79 €

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Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

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Nombre y apellidos Stochastic Analysis and Applications 2014

Autor Dan Crisan, Ben Hambly, Thaleia Zariphopoulou

Idioma

Inglés

Encuadernación Libro - Tapa dura

Fecha de publicación 2014

Número de páginas 503

EAN 9783319112916

ISBN 3319112910

Código Libristo 05182486

Editores Springer International Publishing AG

Peso 9162

Dimensiones 155 x 235 x 243

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