Surveys in Stochastic Processes

Publisher:

European Mathematical Society

Publication Date:

2011

Number of Pages:

245

Format:

Hardcover

Series:

EMS Series of Congress Reports

Price:

98.00

ISBN:

9783037190722

Category:

Proceedings

We do not plan to review this book.

S. Hamadène -- Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles
C. Klüppelberg, R. Maller, and A. Szimayer -- The COGARCH: A review, with news on option pricing and statistical inference
S. Martinez and J. San Martin -- Some properties of quasi-stationary distributions for finite Markov chains
P. Mörters -- The parabolic Anderson model with heavy-tailed potential
E. Pardoux and A. Wakolbinger -- From exploration paths to mass excursions--variations on a theme of Ray and Knight
G. Reinert -- Gaussian approximation of functionals: Malliavin calculus and Stein's method
L. Saloff-Coste and J. Zúñiga -- Merging and stability for time inhomogeneous finite Markov chains
A. Schied and A. Slynko -- Some mathematical aspects of market impact modeling
G. Slade -- The self-avoiding walk: A brief survey
M. Takeda -- $L^p$-independence of growth bounds of Feynman-Kac semigroups
F.-Y. Wang -- Some recent progress on functional inequalities and applications
List of contributors