González-Barrios, José M.

Stochastic Models. - 1st ed. - 1 online resource (282 pages) - Contemporary Mathematics ; v.336 . - Contemporary Mathematics .

Intro -- 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 -- Closeness Estimates for Sums of Independent Random Variables -- An Example of Infinite Dimensional Quasi-Helix -- A Non-homogeneous Wave Equation Driven by a Poisson Process -- Existence of Self-Intersection Local Time of the Multitype Dawson-Watanabe Superprocess -- Lévy Processes in Banach Spaces: Distributional Properties and Subordination -- Phase Space Path Integral Representation for the Solution of a Stochastic Schrödinger Equation -- A Note on Covariance Characterization of some Generalized Gaussian Random Fields -- On Two-Parameter Stieltjes Integrals for Functions in Besov-Liouville Spaces and Stochastic Integrals.

9780821879269


Stochastic analysis -- Congresses.


Electronic books.

QA274.2 -- .S96 2002eb

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