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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Crisan, Dan (Editor ), Hambly, Ben (Editor ), Zariphopoulou, Thaleia (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:Springer Proceedings in Mathematics & Statistics, 100
Temas:
Probabilities.
Differential equations.
Social sciences-Mathematics.
Probability Theory.
Differential Equations.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.  .

Ejemplares similares