{ "item_title" : "Stochastic Analysis 2010", "item_author" : [" Dan Crisan "], "item_description" : "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-SolA Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three.- X.-M. Li: Intertwinned Diffusions Operators by Examples.- L. G. Gyurkand 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.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/64/242/284/3642422845_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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