Stochastic Differential Equations and Processes : SAAP, Tunisia, October 7-9, 2010
Selected papers submitted by participants of the international Conference Stochastic Analysis and Applied Probability 2010 ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the Applied Mathematics & Mathematical...
Kaydedildi:
| Diğer Yazarlar: | , |
|---|---|
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Seri Bilgileri: | Springer Proceedings in Mathematics
7 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Differential Equations and Processes, Texte imprimé, 9783642223679 |
İçindekiler:
- Preface 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods 2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion 3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes 4.C. El-Nouty: The Lower Classes of the Sub-Fractional Brownian Motion 5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation 6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Brownian Motion 7.A. Gulisashvili, J. Vives: Two-sided Estimates for Distribution Densities in Models with Jumps 8.M. Lefebvre: Maximizing a Function of the Survival Time of a Wiener Process in an Interval