Stochastics of Environmental and Financial Economics Centre of Advanced Study Oslo Norway 2014 2015 1st Edition by Fred Espen Benth, Giulia Di Nunno 3319234242 9783319234243

Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015 1st Edition by Fred Espen Benth, Giulia Di Nunno – Ebook PDF Instant Download/DeliveryISBN:  3319234242, 9783319234243 

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ISBN-10 :  3319234242 

ISBN-13 :  9783319234243

Author:  Fred Espen Benth, Giulia Di Nunno 

This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.

Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015 1st Table of contents:

Part I Foundations
Some Recent Developments in Ambit Stochastics
Functional and Banach Space Stochastic Calculi:
Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion
Nonlinear Young Integrals via Fractional Calculus
A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes.
Non-elliptic SPDEs and Ambit Fields: Existence of Densitiesß
Part II Applications
Dynamic Risk Measures and Path-Dependent Second
Pricing CoCos with a Market Trigger.

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Tags: Stochastics, Environmental, Financial Economics, Advanced Study, Oslo, Norway, Fred Espen Benth, Giulia Di Nunno