Seminar on Stochastic Analysis, Random Fields and Applications VI || Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
✍ Scribed by Dalang, Robert; Dozzi, Marco; Russo, Francesco
- Book ID
- 121443586
- Publisher
- Springer Basel
- Year
- 2011
- Tongue
- German
- Weight
- 607 KB
- Edition
- 2011
- Category
- Article
- ISBN
- 3034800215
No coin nor oath required. For personal study only.
✦ Synopsis
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.