By Jeff Englebert
February 09, 1996
The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion ...
Edited
By Tom Lindstrom, Bernt 0ksendal, A. Suleyman Ustiinel
December 08, 1993
The journal Stochastics and Stochastics Reports publishes research papers dealing with stochastic processes and their applications in modelling, analysis and optimization of systems subject to random disturbances. This volume contains contributions from the participants of the Workshop on ...