Stochastic Differential Equations and Processes SAAP, Tunisia, October 7-9, 2010 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Zili, Mounir (Editor), Filatova, Darya V. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Series: Springer Proceedings in Mathematics, 7
• Subjects: Mathematics.; Game theory.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.; Systems Theory, Control.

Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathemati...

Table of Contents:

• 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.