Overview
D.Crisan: Introduction to the Volume.- V. Bally and E. Cl ment: Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations.- V. Ortiz-L pez and M. Sanz-Sol A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three.- X.-M. Li: Intertwinned Diffusions Operators by Examples.- L. G. Gyurk and T. Lyons: Effcient and practical implementations of Cubature on Wiener space.- T. Kurtz: Equivalence of Stochastic Equations and Martingale Problems.- I. Gy ngy 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.
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Details
- ISBN-13: 9783642422843
- ISBN-10: 3642422845
- Publisher: Springer
- Publish Date: October 2014
- Dimensions: 9.21 x 6.14 x 0.65 inches
- Shipping Weight: 0.96 pounds
- Page Count: 299
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