Seminar on Stochastic Analysis, Random Fields and Applications III
Latest Publications

TOTAL DOCUMENTS

20

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By Birkhäuser Basel

9783034894746, 9783034882095

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Affine Short Rate Models

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_9 ◽

2002 ◽

pp. 121-132

Author(s):

D. Filipović

Keyword(s):

Short Rate Models

Download Full-text

Monotone Gradient Systems in L 2 Spaces

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_6 ◽

2002 ◽

pp. 73-88

Author(s):

G. Da Prato

Keyword(s):

Gradient Systems

Download Full-text

Forward Integrals and Stochastic Differential Equations

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_20 ◽

2002 ◽

pp. 293-302 ◽

Author(s):

M. Zähle

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

A Measure-Valued Process Related to the Parabolic Anderson Model

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_15 ◽

2002 ◽

pp. 219-227

Author(s):

C. Mueller ◽

R. Tribe

Keyword(s):

Anderson Model ◽

Parabolic Anderson Model

Download Full-text

Stochastic Calculus and Processes in Non-Commutative Space-Time

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_14 ◽

2002 ◽

pp. 205-217

Author(s):

R. Vilela Mendes

Keyword(s):

Stochastic Calculus ◽

Commutative Space

Download Full-text

Credit Risk: The Structural Approach Revisited

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_4 ◽

2002 ◽

pp. 45-53 ◽

Author(s):

E. Buffet

Keyword(s):

Credit Risk ◽

Structural Approach

Download Full-text

How Random Are Random Walks?

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_2 ◽

2002 ◽

pp. 19-31

Author(s):

R. Blei

Keyword(s):

Download Full-text

On the Superreplication Approach for European Interest Rates Derivatives

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_12 ◽

2002 ◽

pp. 173-187 ◽

Author(s):

F. Gozzi ◽

T. Vargiolu

Keyword(s):

Download Full-text

Instability of a Quantum Particle Induced by a Randomly Varying Spring Coefficient

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_11 ◽

2002 ◽

pp. 153-171

Author(s):

J. Garnier

Keyword(s):

Quantum Particle ◽

Spring Coefficient

Download Full-text

Catalytic and Mutually Catalytic Super-Brownian Motions

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_7 ◽

2002 ◽

pp. 89-110 ◽

Author(s):

D. A. Dawson ◽

K. Fleischmann

Keyword(s):

Brownian Motions

Download Full-text