Stochastic Analysis and Applications 2025
Editor
- Dan Crisan(Imperial College, Department of Mathematics)Ilya Chevyrev(University of Edinburgh, School of Mathematics)Thomas Cass(Imperial College London, Department of Mathematics)James Foster(University of Bath, Department of Mathematical Sciences)Christian Litterer(University of York, Department of Mathematics)Cristopher Salvi(Imperial College London, Department of Mathematics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), 2026. "Stochastic Analysis and Applications 2025," Springer Books, Springer, number 978-3-032-03914-9, March.
Handle: RePEc:spr:sprbok:978-3-032-03914-9
DOI: 10.1007/978-3-032-03914-9Download full text from publisher
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The following chapters of this book are listed in IDEAS- James Foster, 2026. "Approximating the Signature of Brownian Motion for High Order SDE Simulation," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 1-49, Springer.
- Peter K. Friz & Khoa Lê & Huilin Zhang, 2026. "Randomisation of Rough Stochastic Differential Equations," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 51-71, Springer.
- James Morrill & Adeline Fermanian & Patrick Kidger & Terry Lyons, 2026. "A Canonical Signature-Based Feature Set for Multivariate Time Series Classification," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 73-94, Springer.
- Jiawei Li & Zhongmin Qian & Mingyu Xu, 2026. "Twin Brownian Particle Method for the Study of Oberbeck-Boussinesq Fluid Flows," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 95-149, Springer.
- Christian Litterer, 2026. "Lower Bounds for the Support of Cubature Measures on Wiener Space and Optimal Degree-Five Constructions," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 151-174, Springer.
- Yves Le Jan, 2026. "Free Groups and Signatures," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 175-187, Springer.
- Horatio Boedihardjo & Lin Hao He & Lisa Wang, 2026. "A Representation for the Expected Signature of Brownian Motion up to the First Exit Time of the Planar Unit Disc," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 189-213, Springer.
- A. M. Davie, 2026. "Asymptotic Expansions of Central Limit Distances in Vaserstein Metrics," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 215-229, Springer.
- Bowen Fang & Hao Ni & Yue Wu, 2026. "A Neural RDE-Based Model for Solving Path-Dependent Parabolic PDEs," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 231-271, Springer.
- Hans Bühler & Blanka Horvath & Terry Lyons & Imanol Perez Arribas & Ben Wood, 2026. "A Data-Driven Market Simulator for Small Data Environments," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 273-310, Springer.
- Rene Carmona & Daniel Lacker, 2026. "Mimicking and Conditional Control with Hard Killing," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 311-320, Springer.
- Ben Hambly & Weiye Yang, 2026. "Continuous Random Field Solutions to Parabolic SPDEs on P.C.F. Fractals," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 321-373, Springer.
- Christian Bayer & Luca Pelizzari & Jia-Jie Zhu, 2026. "Pricing American Options Under Rough Volatility Using Signatures," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 375-398, Springer.
- Yuming Ma & Syoiti Ninomiya, 2026. "A New Architecture of High-Order Deep Neural Networks that Learn Martingales," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 399-423, Springer.
- Gérard Ben Arous & Cédric Gerbelot & Vanessa Piccolo, 2026. "Permutation Recovery of Spikes in Noisy High-Dimensional Tensor Estimation," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 425-476, Springer.
- Csaba Tóth & Danilo Jr Dela Cruz & Harald Oberhauser, 2026. "A User’s Guide to KSig: GPU-Accelerated Computation of the Signature Kernel," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 477-523, Springer.
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