Seminar on Stochastic Analysis, Random Fields and Applications

by Seminar on Stochastic Analysis, Random Fields, and Applications (2nd 1996 Ascona, Switzerland)

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.