Stochastic Differential Equations and Processes

1. Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
Henri Schurz

2. Kernel Density Estimation and Local Time
Ciprian A. Tudor

3. General Shot Noise Processes and Functional Convergence to Stable Processes
Wissem Jedidi, Jalel Almhana, Vartan Choulakian, Robert McGorman

4. The Lower Classes of the Sub-Fractional Brownian Motion
Charles El-Nouty

5. On the Bounded Variation of the Flow of Stochastic Differential Equation
Mohamed Erraoui, Youssef Ouknine

6. Stochastic Volatility and Multifractional Brownian Motion
Antoine Ayache, Qidi Peng

7. Two-Sided Estimates for Distribution Densities in Models with Jumps
Archil Gulisashvili, Josep Vives

8. Maximizing a Function of the Survival Time of aWiener Process in an Interval
Mario Lefebvre

Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Game Theory, Economics, Social and Behav. Sciences, Systems Theory, Control