Stochastic Analysis with Financial Applications

1. Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method
Nicolas Bouleau, Laurent Denis

2. Stability of a Nonlinear Equation Related to a Spatially-inhomogeneous Branching Process
S. Chakraborty, E. T. Kolkovska, J. A. López-Mimbela

3. Backward Stochastic Difference Equations with Finite States
Samuel N. Cohen, Robert J. Elliott

4. On a Forward-backward Stochastic System Associated to the Burgers Equation
Ana Bela Cruzeiro, Evelina Shamarova

5. On the Estimate for Commutators in DiPerna–Lions Theory
Shizan Fang, Huaiqian Lee

6. Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion
Fuqing Gao, Hui Jiang

7. Stochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises
Benjamin Goldys, Xicheng Zhang

8. Optimal Stopping Problem Associated with Jump-diffusion Processes
Yasushi Ishikawa

9. A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations
Benjamin Jourdain, Arturo Kohatsu-Higa

10. Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density
Arturo Kohatsu-Higa, Nicolas Vayatis, Kazuhiro Yasuda

11. Exponentially Stable Stationary Solutions for Delay Stochastic Evolution Equations
Jiaowan Luo

12. Robust Stochastic Control and Equivalent Martingale Measures
Bernt Øksendal, Agnès Sulem

13. Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes
Jiagang Ren, Jing Wu

14. Sensitivity Analysis for Jump Processes
Atsushi Takeuchi

15. Quantifying Model Uncertainties in Complex Systems
Jiarui Yang, Jinqiao Duan

16. Convertible Bonds in a Defaultable Diffusion Model
Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski

17. A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models
Tzuu-Shuh Chiang, Shuenn-Jyi Sheu

18. Completeness and Hedging in a Lévy Bond Market
José M. Corcuera

19. Asymptotically Efficient Discrete Hedging
Masaaki Fukasawa

20. Efficient Importance Sampling Estimation for Joint Default Probability:The First Passage Time Problem
Chuan-Hsiang Han

21. Market Models of Forward CDS Spreads
Libo Li, Marek Rutkowski

22. Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
Jiaqin Wei, Hailiang Yang, Rongming Wang

Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Quantitative Finance