Printed from https://ideas.repec.org/b/spr/sprbok/978-3-642-15358-7.html
Stochastic Analysis 2010
Editor
- Dan Crisan(Imperial College London, Department of Mathematics)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-15358-7
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Citations
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Cited by:
- Andrea Macrina & Priyanka Parbhoo, 2014. "Randomised Mixture Models for Pricing Kernels," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(4), pages 281-315, November.
Book Chapters
The following chapters of this book are listed in IDEAS- Dan Crisan, 2011. "Introduction," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 1-6, Springer.
- Vlad Bally & Emmanuelle Clément, 2011. "Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 7-29, Springer.
- Víctor Ortiz-López & Marta Sanz-Solé, 2011. "A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 31-49, Springer.
- Xue-Mei Li, 2011. "Intertwinned Diffusions by Examples," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 51-71, Springer.
- Lajos Gergely Gyurkó & Terry J. Lyons, 2011. "Efficient and Practical Implementations of Cubature on Wiener Space," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 73-111, Springer.
- Thomas G. Kurtz, 2011. "Equivalence of Stochastic Equations and Martingale Problems," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 113-130, Springer.
- István Gyöngy & Nicolai Krylov, 2011. "Accelerated Numerical Schemes for PDEs and SPDEs," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 131-168, Springer.
- Anastasia Papavasiliou, 2011. "Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 169-190, Springer.
- Vasile N. Stanciulescu & Michael V. Tretyakov, 2011. "Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 191-212, Springer.
- Alexander M. Davie, 2011. "Individual Path Uniqueness of Solutions of Stochastic Differential Equations," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 213-225, Springer.
- Vassili N. Kolokoltsov, 2011. "Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 227-242, Springer.
- Radu Tunaru, 2011. "Discrete Algorithms for Multivariate Financial Calculus," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 243-266, Springer.
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2011. "Credit Risk, Market Sentiment and Randomly-Timed Default," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 267-280, Springer.
- Mark Kelbert & Yuri Suhov, 2011. "Continuity of Mutual Entropy in the Limiting Signal-To-Noise Ratio Regimes," Springer Books, in: Dan Crisan (ed.), Stochastic Analysis 2010, pages 281-299, Springer.
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