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101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aSurveys in Stochastic Processes$b[electronic resource] /$fJochen Blath, Peter Imkeller, Sylvie R?lly
210 3 $aZuerich, Switzerland $cEuropean Mathematical Society Publishing House$d2011
215   $a1 online resource (263 pages)
225 0 $aEMS Series of Congress Reports (ECR) ;$x2523-515X
327   $tOptimal switching, systems of reflected BSDEs and  systems of variational inequalities with inter-connected obstacles /$rSai?d Hamade?ne --$tThe COGARCH: a review, with news on option pricing and statistical inference /$rClaudia Klu?ppelberg, Ross Maller, Alexander Szimayer --$tSome properties of quasi-stationary distributions for finite Markov chains /$rServet Marti?nez, Jaime San Marti?n --$tThe parabolic Anderson model with heavy-tailed potential /$rPeter Mo?rters --$tFrom exploration paths to mass excursions - variations on a theme of Ray and Knight /$rEtienne Pardoux, Anton Wakolbinger --$tGaussian approximation of functionals: Malliavin calculus and Stein's method /$rGesine Reinert --$tMerging and stability for time inhomogeneous finite Markov chains /$rLaurent Saloff-Coste, Jessica Zu?n?iga --$tSome mathematical aspects of market impact modeling /$rAlexander Schied, Alla Slynko --$tThe self-avoiding walk: A brief survey /$rGordon Slade --$t$L^p$-independence of growth bounds of Feynman-Kac semigroups /$rMasayoshi Takeda --$tSome recent progress on functional inequalities and applications /$rFeng-Yu Wang.
330   $aThe 33rd Bernoulli Society Conference on "Stochastic Processes and Their Applications" was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries, who communicated recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology.   The present book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection   is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.
606   $aStochastics$2bicssc
606   $aProbability theory and stochastic processes$2msc
615 07$aStochastics
615 07$aProbability theory and stochastic processes
686   $a60-xx$2msc
702   $aBlath$b Jochen
702   $aImkeller$b Peter
702   $aR?lly$b Sylvie
801  0$bch0018173
906   $aBOOK
912   $a9910151929003321
996   $aSurveys in Stochastic Processes$92565661
997   $aUNINA