Stochastic analysis and applications the Abel symposium 2005

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineer...

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Detalles Bibliográficos
Autor principal: Abel Symposium (-)
Autor Corporativo: Abel Symposium Corporate Author (corporate author)
Otros Autores: Benth, Fred Espen (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Berlin : Springer c2007.
Edición:1st ed. 2007.
Colección:Abel symposia ; 2.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461010706719
Descripción
Sumario:Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field.
Notas:Description based upon print version of record.
Descripción Física:1 online resource (688 p.)
Bibliografía:Includes bibliographical references.
ISBN:9781280853432
9786610853434
9783540708476