Stochastic Models Seventh Symposium On Probability And Stochastic Processes June 2328 2002 Mexico City Mexico M Symposium On Probability And Stochastic Processes 2002 Mexico City by M Symposium On Probability And Stochastic Processes 2002 Mexico City, Ana Meda, Jose Gonzalez-barrios, Jorge A. Leon (ed.) 9780821834664, 0821834665 instant download after payment.

The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory