000 02389nmm a2200193Ia 4500
008 230306s9999||||xx |||||||||||||||||und||
020 _a9780821879269 (online)
245 0 _aStochastic models :
_bSeventh Symposium on Probability and Stochastic Processes, June 2328, 2002, Mexico City, Mexico
260 _aProvidence, R.I. :
_bAmerican Mathematical Society,
_c2003
300 _a1 online resource (vii, 272 p. : ill.)
490 _aContemporary mathematics
_vv. 336
_x10983627
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
650 _aStochastic analysis
700 _aGonzalezBarrios Jose
700 _aLeon J A
700 _aMeda Ana
856 _uhttp://www.ams.org/conm/336/
999 _c28753
_d28753