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Surveys in Stochastic Processes

Publisher: 
European Mathematical Society
Number of Pages: 
245
Price: 
98.00
ISBN: 
9783037190722
Date Received: 
Monday, September 26, 2011
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Jochen Blath, Peter Imkeller, and Sylvie Rœlly, editors
Series: 
EMS Series of Congress Reports
Publication Date: 
2011
Format: 
Hardcover
Category: 
Proceedings
  • S. Hamadène -- Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles
  • C. Klüppelberg, R. Maller, and A. Szimayer -- The COGARCH: A review, with news on option pricing and statistical inference
  • S. Martinez and J. San Martin -- Some properties of quasi-stationary distributions for finite Markov chains
  • P. Mörters -- The parabolic Anderson model with heavy-tailed potential
  • E. Pardoux and A. Wakolbinger -- From exploration paths to mass excursions--variations on a theme of Ray and Knight
  • G. Reinert -- Gaussian approximation of functionals: Malliavin calculus and Stein's method
  • L. Saloff-Coste and J. Zúñiga -- Merging and stability for time inhomogeneous finite Markov chains
  • A. Schied and A. Slynko -- Some mathematical aspects of market impact modeling
  • G. Slade -- The self-avoiding walk: A brief survey
  • M. Takeda -- $L^p$-independence of growth bounds of Feynman-Kac semigroups
  • F.-Y. Wang -- Some recent progress on functional inequalities and applications
  • List of contributors
Publish Book: 
Modify Date: 
Monday, September 26, 2011

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