Stochastic Analysis 2010

1. Introduction
Dan Crisan

2. Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations
Vlad Bally, Emmanuelle Clément

3. A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
Víctor Ortiz-López, Marta Sanz-Solé

4. Intertwinned Diffusions by Examples
Xue-Mei Li

5. Efficient and Practical Implementations of Cubature on Wiener Space
Lajos Gergely Gyurkó, Terry J. Lyons

6. Equivalence of Stochastic Equations and Martingale Problems
Thomas G. Kurtz

7. Accelerated Numerical Schemes for PDEs and SPDEs
István Gyöngy, Nicolai Krylov

8. Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates
Anastasia Papavasiliou

9. Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
Vasile N. Stanciulescu, Michael V. Tretyakov

10. Individual Path Uniqueness of Solutions of Stochastic Differential Equations
Alexander M. Davie

11. Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise
Vassili N. Kolokoltsov

12. Discrete Algorithms for Multivariate Financial Calculus
Radu Tunaru

13. Credit Risk, Market Sentiment and Randomly-Timed Default
Dorje C. Brody, Lane P. Hughston, Andrea Macrina

14. Continuity of Mutual Entropy in the Limiting Signal-To-Noise Ratio Regimes
Mark Kelbert, Yuri Suhov

Nyckelord: Mathematics, Probability Theory and Stochastic Processes