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Benth, Fred Espen

Stochastic Analysis and Applications

Benth, Fred Espen - Stochastic Analysis and Applications, ebook

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ISBN: 9783540708476
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Table of contents

1. Memoirs of My Research on Stochastic Analysis
Kiyosi Itô

2. Itô Calculus and Quantum White Noise Calculus
Luigi Accardi, Andreas Boukas

3. Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality
Sergio Albeverio, M. Simonetta Bernabei, Michael Röckner, Minoru W. Yoshida

4. Theory and Applications of Infinite Dimensional Oscillatory Integrals
Sergio Albeverio, Sergio Albeverio

5. Ambit Processes; with Applications to Turbulence and Tumour Growth
Ole E. Barndorff-Nielsen, Jürgen Schmiegel

6. A Stochastic Control Approach to a Robust Utility Maximization Problem
Giuliana Bordigoni, Anis Matoussi, Martin Schweizer

7. Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions
Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying

8. Hedging with Options in Models with Jumps
Rama Cont, Peter Tankov, Ekaterina Voltchkova

9. Power Variation Analysis of Some Integral Long-Memory Processes
José Manuel Corcuera

10. Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise
Giuseppe Prato

11. Stochastic Integrals and Adjoint Derivatives
Giulia Nunno, Yuri A. Rozanov

12. An Application of Probability to Nonlinear Analysis
Eugene B. Dynkin

13. The Space of Stochastic Differential Equations
K. David Elworthy

14. Extremes of supOU Processes
Vicky Fasen, Claudia Klüppelberg

15. Gaussian Bridges
Dario Gasbarra, Tommi Sottinen, Esko Valkeila

16. Some of the Recent Topics on Stochastic Analysis
Takeyuki Hida

17. Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2
Yaozhong Hu, David Nualart

18. On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths
Yuzurui Inahama, Hiroshi Kawab

19. Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios
Hanqing Jin, Xun Yu Zhou

20. Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion
Torbjørn Kolsrud

21. Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model
Song Liang

22. Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras
Paul Malliavin

23. The Invariant Distribution of a Diffusion: Some New Aspects
Henry P. McKean

24. Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics
Laura M. Morato

25. G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type
Shige Peng

26. Perpetual Integral Functionals of Diffusions and their Numerical Computations
Paavo Salminen, Olli Wallin

27. Chaos Expansions and Malliavin Calculus for Lévy Processes
Josep Lluís Solé, Frederic Utzet, Josep Vives

28. Study of Simple but Challenging Diffusion Equation
Daniel W. Stroock

29. Itô Calculus and Malliavin Calculus
Shinzo Watanabe

30. The Malliavin Calculus for Processes with Conditionally Independent Increments
Aleh L. Yablonski

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Keywords: MATHEMATICS / General MAT000000

Author(s)
 
 
 
 
Publisher
Springer
Publication year
2007
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540708476

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