Stochastic Differential Equations and Processes : Saap, Tunisia, October 7-9, 2010
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Overview
Preface.- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods .- 2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion.- 3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes.- 4.C. El-Nouty: The Lower Classes of the Sub-Fractional Brownian Motion.- 5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation.- 6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Brownian Motion.- 7.A. Gulisashvili, J. Vives: Two-sided Estimates for Distribution Densities in Models with Jumps.- 8.M. Lefebvre: Maximizing a Function of the Survival Time of a Wiener Process in an Interval.
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Details
- ISBN-13: 9783642223679
- ISBN-10: 3642223672
- Publisher: Springer
- Publish Date: September 2011
- Dimensions: 9.21 x 6.14 x 0.69 inches
- Shipping Weight: 1.24 pounds
- Page Count: 264
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