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...
Saved in:
| Údar Corparáideach: | |
|---|---|
| Údair Eile: | , |
| Formáid: | Leictreonach ríomhLeabhar |
| Teanga: | English |
| Foilsithe: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
|
| Eagrán: | 1st ed. 2012. |
| Sraith: | Springer Proceedings in Mathematics,
7 |
| Ábhair: | |
| Rochtain Ar Líne: | https://doi.org/10.1007/978-3-642-22368-6 |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
|
Clár Ábhair:
- 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.