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Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999
Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999
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This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Shastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of shastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on shastic methods in financial models.