02647nam 2200601 450 991082581380332120180731045346.00-8218-7926-X0-8218-5671-5(CKB)3240000000069862(EBL)3113400(SSID)ssj0000850392(PQKBManifestationID)11455564(PQKBTitleCode)TC0000850392(PQKBWorkID)10825807(PQKB)11608203(MiAaPQ)EBC3113400(WaSeSS)Ind00039651(RPAM)13326030(PPN)197106641(EXLCZ)99324000000006986220030827h20032003 uy| 0engur|n|---|||||txtccrStochastic models Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico /José González-Barrios, Jorge A. León, Ana Meda, editorsProvidence, Rhode Island :American Mathematical Society,[2003]©20031 online resource (282 p.)Contemporary mathematics,0271-4132 ;336Aportaciones matemáticasDescription based upon print version of record.0-8218-3466-5 Includes bibliographical references.""Contents""; ""Preface""; ""Lecture Notes""; ""Stochastic Integration with Respect to Fractional Brownian Motion and Applications""; ""Entropy and Economic Equilibrium""; ""Credit Risk - A Survey""; ""Research Papers""; ""Optimal Investment in Incomplete Financial Markets with Stochastic Volatility""; ""Price Calculation for Power Exponential Jumpâ€?Diffusion Modelsâ€?A Hermiteâ€?Series Approach""; ""Conditions for Nonconservativity in Quantum Dynamical Semigroups""; ""Some Notes on a Dependency Measure""; ""An Example of an Averaged Markov Decision Process without Stable Policies""""On Two-Parameter Stieltjes Integrals for Functions in Besov-Liouville Spaces and Stochastic Integrals""Contemporary mathematics (American Mathematical Society) ;v. 336.Aportaciones matemáticas.Stochastic analysisCongressesStochastic analysis519.2/2González-Barrios José1957-León J. A(León Vázquez, Jorge A.),Meda Ana1965-MiAaPQMiAaPQMiAaPQBOOK9910825813803321Stochastic models287433UNINA