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

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...

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Dettagli Bibliografici
Ente Autore: SpringerLink (Online service)
Altri autori: Zili, Mounir. (Redattore, http://id.loc.gov/vocabulary/relators/edt), Filatova, Darya V. (Redattore, http://id.loc.gov/vocabulary/relators/edt)
Natura: Elettronico eBook
Lingua:English
Pubblicazione: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edizione:1st ed. 2012.
Serie:Springer Proceedings in Mathematics, 7
Soggetti:
Probabilities.
Game theory.
System theory.
Probability Theory and Stochastic Processes.
Game Theory, Economics, Social and Behav. Sciences.
Systems Theory, Control.
Accesso online:https://doi.org/10.1007/978-3-642-22368-6
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Sommario:
  • 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.

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