Stochastic analysis 2010
Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Parti...
Kaydedildi:
| Müşterek Yazar: | |
|---|---|
| Diğer Yazarlar: | |
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
Cham : Springer Nature |
| 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 analysis 2010, Dan Crisan, editor, Heidelberg, Springer, 2011, 1 vol. (viii-299 p.), 978-3-642-15357-0 • Stochastic Analysis 2010, Texte imprimé, 9783642153594 • Stochastic Analysis 2010, Texte imprimé, 9783642422843 |
İçindekiler:
- D.Crisan: Introduction to the Volume
- V. Bally and E. Clément: Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations
- V. Ortiz-López and M. Sanz-Solé: A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
- X.-M. Li: Intertwinned Diffusions Operators by Examples
- L. G. Gyurkó and T. Lyons: Effcient and practical implementations of Cubature on Wiener space
- T. Kurtz: Equivalence of Stochastic Equations and Martingale Problems
- I. Gyöngy and N.V. Krylov: Accelerated Numerical Schemes for PDEs and SPDEs
- A. Papavasilio: Coarse-Grained Modeling of Multiscale Diffusions: The p-variation Estimates
- V.N. Stanciulescu and M.V. Tretyakov: Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
- S. Davie: Individual Path Uniqueness of Solutions of Stochastic differential equations
- V. Kolokoltsov: Stochastic Integrals and SDE Driven by Nonlinear Levy Noise
- R. Tunaru: Discrete Algorithms for Multivariate Financial Calculus
- D. Brody, L. Hughston and A. Macrina: Credit Risk, Market Sentiment, and Randomly-Timed Default
- M. Kelbert and Y. Suhov: Continuity of mutual entropy in the limiting signal-to-noise ratio regimes.