Publisher's Synopsis
The aim of this volume is to make accessible the papers presented at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany in March 1994. The text focuses upon problems in present research in stochastic processes and related topics. The papers include recent developments in stochastic processes, especially in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.
