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- DescriptionThe volume includes lecture tes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture tes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random ecomic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.
- PublisherAmerican Mathematical Society
- Date of Publication15/12/2003
- Series TitleContemporary Mathematics
- Series Part/Volume NumberNo. 336
- Place of PublicationProvidence
- Country of PublicationUnited States
- ImprintAmerican Mathematical Society
- Content Noteillustrations
- Weight510 g
- Edited byAna Meda,Jorge A. Leon,Jose M. Gonzalez-Barrios
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