Stochastic Analysis and Applications 2014 In Honour of Terry Lyons /
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications&q...
| Συγγραφή απο Οργανισμό/Αρχή: | |
|---|---|
| Άλλοι συγγραφείς: | , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Σειρά: | Springer Proceedings in Mathematics & Statistics,
100 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Dan Crisan, Ben Hambly, Thaleia Zariphopoulou: Introduction to the volume
- Shigeki Aida, Wong-Zakai: Approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II
- Dominique Bakry: Symmetric diffusions with polynomial eigenvectors
- Erich Baur, Jean Bertoin: Cutting edges at random in large recursive trees
- René Carmona, Francois Delarue: The Master Equation for Large Population Equilibriums
- Thomas Cass, Martin Clark, Dan Crisan: The filtering equations revisited
- Ana Bela Cruzeiro, Remi Lassalle: On the Stochastic Least Action Principle for the Navier-Stokes Equation
- Alexander Davie: KMT theory applied to approximations of SDE
- Joscha Diehl, Peter Friz, Harald Oberhauser: Regularity theory for rough partial differential equations and parabolic comparison revisited
- Yidong Dong, Ronnie Sircar: Time-Inconsistent Portfolio Investment Problems
- K.D. Elworthy: Decompositions of diffusion operators and related couplings
- Hans Föllmer, Claudia Klüppelberg: Spatial Risk Measures: Local Specification and Boundary Risk
- Masatoshi Fukushima, Hiroshi Kaneko: On Villat's kernels and BMD Schwarz kernels in Komatu-Loewner equations
- Tomoyuki Ichiba, Ioannis Karatzas: Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale
- David Nualart: Normal approximation on a finite Wiener chaos
- Zhenjie Ren, Nizar Touzi, Jianfeng Zhang: An Overview of Viscosity Solutions of Path-Dependent PDEs
- Marta Sanz-Sole, Andre Suess: Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. .
