000 | 02389nmm a2200193Ia 4500 | ||
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008 | 230306s9999||||xx |||||||||||||||||und|| | ||
020 | _a9780821879269 (online) | ||
245 | 0 |
_aStochastic models : _bSeventh Symposium on Probability and Stochastic Processes, June 2328, 2002, Mexico City, Mexico |
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260 |
_aProvidence, R.I. : _bAmerican Mathematical Society, _c2003 |
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300 | _a1 online resource (vii, 272 p. : ill.) | ||
490 |
_aContemporary mathematics _vv. 336 _x10983627 |
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504 | _aIncludes bibliographical references. | ||
505 |
_tStochastic integration with respect to fractional Brownian motion and applications ; Entropy and economic equilibrium ; Credit risk a survey ; Optimal investment in incomplete financial markets with stochastic volatility ; Price calculation for power exponential jumpdiffusion models a Hermiteseries approach ; Conditions for nonconservativity in quantum dynamical semigroups ; Some notes on a dependency measure ; An example of an averaged Markov decision process without stable policies ; Closeness estimates for sums of independent random variables ; An example of infinite dimensional quasihelix ; A nonhomogeneous wave equation driven by a Poisson process ; Existence of selfintersection local time of the multitype DawsonWatanabe superprocess ; Levy processes in Banach spaces: distributional properties and subordination ; Phase space path integral representation for the solution of a stochastic Schrodinger equation ; A note on covariance characterization of some generalized Gaussian random fields ; On twoparameter Stieltjes integrals for functions in BesovLiouville spaces and stochastic integrals _rDavid Nualart ; Esa Nummelin ; Thorsten Schmidt and Winfried Stute ; Netzahualcoyotl CastanedaLeyva and Daniel HernandezHernandez ; Manuel Galea Jin Ma and Soledad Torres ; Julio C Garcia and Roberto Quezada ; Jose M GonzalezBarrios ; Juan GonzalezHernandez ; Evgueni Gordienko Mario Mendieta and Juan Ruiz de Chavez ; Christian Houdre and Jose Villa ; Jorge A Leon and Monica Sarra ; Jose Alfredo LopezMimbela and Jose Villa ; Victor PerezAbreu and Alfonso RochaArteaga ; Luis A Rincon ; Anna Talarczyk ; Constantin Tudor |
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650 | _aStochastic analysis | ||
700 | _aGonzalezBarrios Jose | ||
700 | _aLeon J A | ||
700 | _aMeda Ana | ||
856 | _uhttp://www.ams.org/conm/336/ | ||
999 |
_c28753 _d28753 |