MARC Record from marc_columbia

LEADER: 04487cam a2200613Ii 4500
001 16039867
005 20220611225535.0
006 m o d
007 cr |n|||||||||
008 110908t20112011sz a ob 100 0 eng d
035 $a(OCoLC)ocn752385289
035 $a(NNC)16039867
040 $aCOO$beng$erda$cCOO$dOCLCQ$dOSU$dOCLCO$dOCLCQ$dOCLCF$dOCLCQ$dOCLCO$dOCL$dOCLCO$dNOC$dLLB$dHEBIS$dOCLCO$dSTF$dINT$dOCLCQ$dN$T$dOCLCO
019 $a822225270
020 $a303719572X$qelectronic book
020 $a9783037195727$q(electronic bk.)
020 $z9783037190722
020 $z3037190728
035 $a(OCoLC)752385289$z(OCoLC)822225270
050 4 $aQA274.A1$bC675 2009eb
082 04 $a519.2/3$223
084 $a60-xx$2msc
049 $aZCUA
111 2 $aConference on Stochastic Processes and Their Applications$n(33rd :$d2009 :$cBerlin, Germany)
245 10 $aSurveys in stochastic processes /$cJochen Blath, Peter Imkeller, Sylvie Rœlly, editors.
264 1 $aZürich, Switzerland :$bEuropean Mathematical Society,$c[2011]
264 4 $c©2011
300 $a1 online resource (xiii, 248 pages) :$billustrations (some color).
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 1 $aEMS series of congress reports
500 $aEssays written by many of the plenary lecturers of the 33rd Conference on Stochastic Processes and Their Applications held in Berlin July 27-31, 2009.
504 $aIncludes bibliographical references.
588 $aDescription based on print version record.
505 00 $tOptimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles /$rSaïd Hamadène --$tThe COGARCH: a review, with news on option pricing and statistical inference /$rClaudia Klüppelberg, Ross Maller, Alexander Szimayer --$tSome properties of quasi-stationary distributions for finite Markov chains /$rServet Martínez, Jaime San Martín --$tThe parabolic Anderson model with heavy-tailed potential /$rPeter Mörters --$tFrom exploration paths to mass excursions -- variations on a theme of Ray and Knight /$rEtienne Pardoux, Anton Wakolbinger --$tGaussian approximation of functionals: Malliavin calculus and Stein's method /$rGesine Reinert --$tMerging and stability for time inhomogeneous finite Markov chains /$rLaurent Saloff-Coste, Jessica Zúñiga --$tSome mathematical aspects of market impact modeling /$rAlexander Schied, Alla Slynko --$tThe self-avoiding walk: A brief survey /$rGordon Slade --$t$L^p$-independence of growth bounds of Feynman-Kac semigroups /$rMasayoshi Takeda --$tSome recent progress on functional inequalities and applications /$rFeng-Yu Wang.
520 $aThe 33rd Bernoulli Society Conference on "Stochastic Processes and Their Applications" was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries, who communicated recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. The present book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.
650 0 $aStochastic processes$vCongresses.
650 6 $aProcessus stochastiques$vCongrès.
650 07 $aStochastics.$2bicssc
650 7 $aStochastic processes.$2fast$0(OCoLC)fst01133519
650 7 $aStochastik$2gnd
650 7 $aStochastische Analysis$2gnd
650 7 $aStochastische Differentialgleichung$2gnd
650 07 $aProbability theory and stochastic processes.$2msc
655 4 $aElectronic books.
655 7 $aConference papers and proceedings.$2fast$0(OCoLC)fst01423772
700 1 $aBlath, Jochen,$eeditor.
700 1 $aImkeller, Peter,$d1951-$eeditor.
700 1 $aRœlly, Sylvie,$eeditor.
776 08 $iPrint version:$tSurveys in stochastic processes.$dZürich, Switzerland : European Mathematical Society, [2011], ©2011$z3037190728$w(DLC) 2011292223$w(OCoLC)746598744
830 0 $aEMS series of congress reports.
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio16039867$zAll EBSCO eBooks
852 8 $blweb$hEBOOKS