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005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
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110315s2011 sz | s |||| 0|eng d |
020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
International Standard Book Number |
9783034800211 |
-- |
978-3-0348-0021-1 |
040 ## - FUENTE DE CATALOGACIÓN |
Transcribing agency |
MX-MeUAM |
050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
Classification number |
QA273.A1-274.9 |
050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
Classification number |
QA274-274.9 |
082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
Classification number |
519.2 |
Edition number |
23 |
100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
Personal name |
Dalang, Robert. |
Relator term |
editor. |
245 10 - MENCIÓN DE TITULO |
Title |
Seminar on Stochastic Analysis, Random Fields and Applications VI |
Medium |
[recurso electrónico] : |
Remainder of title |
Centro Stefano Franscini, Ascona, May 2008 / |
Statement of responsibility, etc. |
edited by Robert Dalang, Marco Dozzi, Francesco Russo. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Basel : |
Name of producer, publisher, distributor, manufacturer |
Springer Basel, |
Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
300 ## - DESCRIPCIÓN FÍSICA |
Extent |
XII, 492 p. |
Other physical details |
online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
text file |
Encoding format |
PDF |
Source |
rda |
490 1# - MENCIÓN DE SERIE |
Series statement |
Progress in Probability ; |
Volume/sequential designation |
63 |
505 0# - NOTA DE CONTENIDO |
Formatted contents note |
Preface -- 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 ## - NOTA DE RESUMEN, ETC. |
Summary, etc. |
This 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. Brzezniak R. Carmona C. Ceci J.M. Corcuera A.B. Cruzeiro G. Da Prato M. Fehr D. Filipovic 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 |
596 ## - |
-- |
19 |
650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Mathematics. |
650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Distribution (Probability theory). |
650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Mathematics. |
650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
Personal name |
Dozzi, Marco. |
Relator term |
editor. |
700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
Personal name |
Russo, Francesco. |
Relator term |
editor. |
710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Printed edition: |
International Standard Book Number |
9783034800204 |
830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
Uniform title |
Progress in Probability ; |
Volume number/sequential designation |
63 |
856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
Public note |
Libro electrónico |
Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-0348-0021-1">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-0348-0021-1</a> |
942 ## - TIPO DE MATERIAL (KOHA) |
Koha item type |
Libro Electrónico |