Stochastic Processes and Related Topics

Stochastic Processes and Related Topics

Autor: Rainer Buckdahn, Hans J. Engelbert, Marc Yor
Editorial: CRC Press
Edición: 1
Fecha de publicación: 2002
ISBN: 9780367396145

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This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In

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