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Surveys in Stochastic Processes
EMS Series of Congress Reports

Surveys in Stochastic Processes

Jochen Blath
Peter Imkeller (Humboldt University of Berlin, Germany)
Sylvie Rœlly (University of Potsdam, Germany)

ISBN print 978-3-03719-072-2, ISBN online 978-3-03719-572-7
DOI 10.4171/072
August 2011, 263 pages, hardcover, 17 17 x 24 cm.
78.00 Euro

The 33rd Bernoulli Society Conference on “Stochastic Processes and Their Applications” was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries, who communicated recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology.

The present book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.

Keywords: Stochastic processes, stochastic finance, stochastic analysis,statistical physics, stochastic differential equations