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Stochastic models : [electronic resource] Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico / Jos�e Gonz�alez-Barrios, Jorge A. Le�on, Ana Meda, editors.

By: Contributor(s): Material type: TextTextSeries: Contemporary mathematics (American Mathematical Society) ; v. 336.Publication details: Providence, R.I. : American Mathematical Society, 2003.Description: 1 online resource (vii, 272 p. : ill.)ISBN:
  • 9780821879269 (online)
Subject(s): Additional physical formats: Stochastic models :DDC classification:
  • 519.2/2 22
LOC classification:
  • QA274.2 .S96 2003
Online resources:
Contents:
Stochastic integration with respect to fractional Brownian motion and applications / David Nualart -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06025 Entropy and economic equilibrium / Esa Nummelin -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06026 Credit risk -- a survey / Thorsten Schmidt and Winfried Stute -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06027 Optimal investment in incomplete financial markets with stochastic volatility / Netzahualc�oyotl Casta�neda-Leyva and Daniel Hern�andez-Hern�andez -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06028 Price calculation for power exponential jump-diffusion models -- a Hermite-series approach / Manuel Galea, Jin Ma and Soledad Torres -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06029 Conditions for nonconservativity in quantum dynamical semigroups / Julio C. Garc�ia and Roberto Quezada -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06030 Some notes on a dependency measure / Jos�e M. Gonz�alez-Barrios -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06031 An example of an averaged Markov decision process without stable policies / Juan Gonz�alez-Hern�andez -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06032 Closeness estimates for sums of independent random variables / Evgueni Gordienko, Mario Mendieta and Juan Ruiz de Ch�avez -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06033 An example of infinite dimensional quasi-helix / Christian Houdr�e and Jos�e Villa -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06034 A non-homogeneous wave equation driven by a Poisson process / Jorge A. Le�on and M�onica Sarr�a -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06035 Existence of self-intersection local time of the multitype Dawson-Watanabe superprocess / Jos�e Alfredo L�opez-Mimbela and Jos�e Villa -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06036 L�evy processes in Banach spaces: distributional properties and subordination / V�ictor P�erez-Abreu and Alfonso Rocha-Arteaga -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06037 Phase space path integral representation for the solution of a stochastic Schr�odinger equation / Luis A. Rinc�on -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06038 A note on covariance characterization of some generalized Gaussian random fields / Anna Talarczyk -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06039 On two-parameter Stieltjes integrals for functions in Besov-Liouville spaces and stochastic integrals / Constantin Tudor -- http://www.ams.org/conm/336/ http://dx.doi.org/10.1090/conm/336/06040
Item type: E-BOOKS
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Includes bibliographical references.

Stochastic integration with respect to fractional Brownian motion and applications / David Nualart -- Entropy and economic equilibrium / Esa Nummelin -- Credit risk -- a survey / Thorsten Schmidt and Winfried Stute -- Optimal investment in incomplete financial markets with stochastic volatility / Netzahualc�oyotl Casta�neda-Leyva and Daniel Hern�andez-Hern�andez -- Price calculation for power exponential jump-diffusion models -- a Hermite-series approach / Manuel Galea, Jin Ma and Soledad Torres -- Conditions for nonconservativity in quantum dynamical semigroups / Julio C. Garc�ia and Roberto Quezada -- Some notes on a dependency measure / Jos�e M. Gonz�alez-Barrios -- An example of an averaged Markov decision process without stable policies / Juan Gonz�alez-Hern�andez -- Closeness estimates for sums of independent random variables / Evgueni Gordienko, Mario Mendieta and Juan Ruiz de Ch�avez -- An example of infinite dimensional quasi-helix / Christian Houdr�e and Jos�e Villa -- A non-homogeneous wave equation driven by a Poisson process / Jorge A. Le�on and M�onica Sarr�a -- Existence of self-intersection local time of the multitype Dawson-Watanabe superprocess / Jos�e Alfredo L�opez-Mimbela and Jos�e Villa -- L�evy processes in Banach spaces: distributional properties and subordination / V�ictor P�erez-Abreu and Alfonso Rocha-Arteaga -- Phase space path integral representation for the solution of a stochastic Schr�odinger equation / Luis A. Rinc�on -- A note on covariance characterization of some generalized Gaussian random fields / Anna Talarczyk -- On two-parameter Stieltjes integrals for functions in Besov-Liouville spaces and stochastic integrals / Constantin Tudor --

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06025

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06026

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06027

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06028

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06029

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06030

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06031

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06032

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06033

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06034

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06035

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06036

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06037

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06038

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06039

http://www.ams.org/conm/336/

http://dx.doi.org/10.1090/conm/336/06040

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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Mode of access : World Wide Web

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