Stochastic models : Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico / / José González-Barrios, Jorge A. León, Ana Meda, editors
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| Titolo: |
Stochastic models : Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico / / José González-Barrios, Jorge A. León, Ana Meda, editors
|
| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , [2003] |
| ©2003 | |
| Descrizione fisica: | 1 online resource (282 p.) |
| Disciplina: | 519.2/2 |
| Soggetto topico: | Stochastic analysis |
| Persona (resp. second.): | González-BarriosJosé <1957-> |
| LeónJ. A (León Vázquez, Jorge A.) | |
| MedaAna <1965-> | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | ""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 Jump�Diffusion Models�A Hermite�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"" | |
| Titolo autorizzato: | Stochastic models |
| ISBN: | 0-8218-7926-X |
| 0-8218-5671-5 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910825813803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Contemporary mathematics (American Mathematical Society) ; ; v. 336.
Aportaciones matemáticas.