Stochastic Differential Equations and Processes

SAAP, Tunisia, October 7-9, 2010

Häftad, Engelska, 2013

1 369 kr

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This volume covers theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve randomly in time.

Produktinformation

Utgivningsdatum2013-11-27
Mått155 x 235 x 16 mm
Vikt423 g
FormatHäftad
SpråkEngelska
SerieSpringer Proceedings in Mathematics
Antal sidor264
Upplaga2012
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783642270956

Tillhör följande kategorier

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.