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内容説明
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis， Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Ascona， Switzerland， from September 20 to 24， 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis， physical modeling， and applications to financial engineering. The third topic was the subject of a minisymposium on stochastic methods in financial models.
Book Description
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis， Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona， Switzerland， from September 20 to 24， 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis， physical modeling， and applications to financial engineering. The third topic was the subject of a minisymposium on stochastic methods in financial models.