Title Stochastic models : Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico / José González-Barrios, Jorge A. León, Ana Meda, editors

Published Providence, R.I. : American Mathematical Society, 2003

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Description 1 online resource (vii, 272 pages) : illustrations Series Contemporary mathematics, 0271-4132 ; 336 Aportaciones matemáticas Aportaciones matemáticas Contemporary mathematics (American Mathematical Society) ; v. 336 Contents ""Contents""; ""Preface""; ""Lecture Notes""; ""Stochastic Integration with Respect to Fractional Brownian Motion and Applications""; ""Entropy and Economic Equilibrium""; ""Credit Risk -- A Survey""; ""Research Papers""; ""Optimal Investment in Incomplete Financial Markets with Stochastic Volatility""; ""Price Calculation for Power Exponential Jumpâ€?Diffusion Modelsâ€?A Hermiteâ€?Series 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 Quasiâ€?Helix""; ""A Nonâ€?homogeneous Wave Equation Driven by a Poisson Process""; ""Existence of Self-Intersection Local Time of the Multitype Dawsonâ€?Watanabe Superprocess""; ""Lévy Processes in Banach Spaces: Distributional Properties and Subordination""; ""Phase Space Path Integral Representation for the Solution of a Stochastic Schrödinger Equation""; ""A Note on Covariance Characterization of some Generalized Gaussian Random Fields"" Bibliography Includes bibliographical references Notes Print version record Subject Stochastic analysis -- Congresses Stochastic analysis Genre/Form Conference papers and proceedings Form Electronic book Author González-Barrios, José, 1957- León, J. A. (León Vázquez, Jorge A.) Meda, Ana, 1965- ISBN 9780821879269 082187926X 9780821856710 0821856715

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