{"product_id":"9783034894746","title":"Seminar on Stochastic Analysis, Random Fields and Applications III : Centro Stefano Franscini, Ascona, September 1999 (Progress in Probability)","description":"\u003cp\u003eLight, atoms, and singularities.- How random are random walks ?.- Classical solutions for SPDEs with Dirichlet boundary conditions.- Credit Risk: The structural approach revisited.- Classical solutions for Kolmogorov equations in Hilbert spaces.- Monotone gradient systems in L2spaces.- Catalytic and mutually catalytic super-brownian motions.- Sticky particles, scalar conservation law and pressureless gas equations.- Affine short rate models.- A filtered EM algorithm for parameter estimation in linear filtering.- Instability of a quantum particle induced by a randomly varying spring coefficient.- On the superreplication approach for European interest rates derivatives.- A complete market model with Poisson and Brownian components.- Stochastic calculus and processes in non-commutative space-time.- A measure-valued process related to the parabolic Anderson model.- Homogenization of PDEs with non linear boundary condition.- A Bayesian adaptative control approach to risk management in a binomial model.- Hölder continuity for the stochastic heat equation with spatially correlated noise.- Regularity conditions for parabolic SPDEs on Lie groups.- Forward integrals and stochastic differential equations.\u003c\/p\u003e","brand":"Springer, Basel; Birkh\u0026auml;user","offers":[{"title":"Default Title","offer_id":49662636130552,"sku":"00000_00000_00000_00000","price":215.4,"currency_code":"AUD","in_stock":true}],"url":"https:\/\/kinokuniya.com.au\/products\/9783034894746","provider":"Books Kinokuniya Australia","version":"1.0","type":"link"}