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008			150903s2011 sz | o |||| 0|eng d
020			_a9783034800211 _99783034800211
024	7		_a10.1007/9783034800211 _2doi
035			_avtls000345234
039		9	_a201509030346 _bVLOAD _c201405050318 _dVLOAD _y201402061331 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aQA273.A1-274.9
100	1		_aDalang, Robert. _eeditor. _9324961
245	1	0	_aSeminar on Stochastic Analysis, Random Fields and Applications VI : _bCentro Stefano Franscini, Ascona, May 2008 / _cedited by Robert Dalang, Marco Dozzi, Francesco Russo.
264		1	_aBasel : _bSpringer Basel, _c2011.
300			_axii, 492 páginas _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aProgress in Probability ; _v63
500			_aSpringer eBooks
505	0		_aPreface -- List of participants -- I Stochastic Analysis and Random Fields -- The trace formula for the heat semigroup with polynomial potential -- Existence results for Fokker–Planck equations in Hilbert spaces -- Uniqueness in law of the Itô integral with respect to Lévy noise -- Statistical inference and Malliavin calculus -- Hydrodynamics, probability and the geometry of the diffeomorphisms group -- On stochastic ergodic control in infinite dimensions -- Yet another look at Harris’ ergodic theorem for Markov chains -- Old and new examples of scale functions for spectrally negative Lévy processes -- A visual criterion for identifying Itô diffusions as martingales or strict local martingales -- Are fractional Brownian motions predictable? -- Control of exit time for Lagrangian systems with weak noise -- A probabilistic deformation of calculus of variations with constraints -- Exponential integrability and DLR consistence of some rough functional -- A family of series representations of the multiparameter fractional Brownian motion -- The martingale problem for Markov solutions to the Navier-Stokes equations -- Functional inequalities for the Wasserstein Dirichlet form -- Entropic measure on multidimensional spaces -- Properties of strong local nondeterminism and local times of stable random fields -- II Stochastic Methods in Financial Models -- Hedging with residual risk: a BSDE approach -- Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1, 1) -- The clean development mechanism and joint price formation for allowances and CERs -- Optimal investment problems with marked point processes -- Doubly stochastic CDO term structures -- A framework for dynamic hedging under convex risk measures -- On the stability of prices of contingent claims in incomplete models under statistical estimations -- Analyzing the fine structure of continous time stochastic processes.
520			_aThis volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: S. Albeverio S. Ankirchner V. Bogachev R. Brummelhuis Z. Brze?niak R. Carmona C. Ceci J.M. Corcuera A.B. Cruzeiro G. Da Prato M. Fehr D. Filipovi? B. Goldys M. Hairer E. Hausenblas F. Hubalek H. Hulley P. Imkeller A. Jakubowski A. Kohatsu-Higa A. Kovaleva E. Kyprianou C. Léonard J. Lörinczi A. Malyarenko B. Maslowski J.C. Mattingly S. Mazzucchi L. Overbeck E. Platen M. Röckner M. Romito T. Schmidt R. Sircar W. Stannat K.-T. Sturm A. Toussaint L. Vostrikova J. Woerner Y. Xiao J.-C. Zambrini
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aDozzi, Marco. _eeditor. _9324850
700	1		_aRusso, Francesco. _eeditor. _9324851
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783034800204
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-0348-0021-1 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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