Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014
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Published By Springer International Publishing

9783319112916, 9783319112923

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Time-Inconsistent Portfolio Investment Problems

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_9 ◽

2014 ◽

pp. 239-281 ◽

Cited By ~ 5

Author(s):

Yidong Dong ◽

Ronnie Sircar

Keyword(s):

Portfolio Investment ◽

Time Inconsistent

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On Villat’s Kernels and BMD Schwarz Kernels in Komatu-Loewner Equations

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_12 ◽

2014 ◽

pp. 327-348 ◽

Cited By ~ 2

Author(s):

Masatoshi Fukushima ◽

Hiroshi Kaneko

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Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_13 ◽

2014 ◽

pp. 349-376

Author(s):

Tomoyuki Ichiba ◽

Ioannis Karatzas

Keyword(s):

Continuous Semimartingale ◽

Skorokhod Reflection

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The Master Equation for Large Population Equilibriums

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_4 ◽

2014 ◽

pp. 77-128 ◽

Cited By ~ 25

Author(s):

René Carmona ◽

François Delarue

Keyword(s):

Master Equation ◽

Large Population

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Decompositions of Diffusion Operators and Related Couplings

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_10 ◽

2014 ◽

pp. 283-306 ◽

Cited By ~ 2

Author(s):

David Elworthy

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Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_8 ◽

2014 ◽

pp. 203-238 ◽

Cited By ~ 3

Author(s):

Joscha Diehl ◽

Peter K. Friz ◽

Harald Oberhauser

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Regularity Theory ◽

Partial Differential

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Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_1 ◽

2014 ◽

pp. 1-23 ◽

Cited By ~ 1

Author(s):

Shigeki Aida

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Euclidean Spaces

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KMT Theory Applied to Approximations of SDE

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_7 ◽

2014 ◽

pp. 185-201 ◽

Cited By ~ 1

Author(s):

Alexander Davie

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On the Stochastic Least Action Principle for the Navier-Stokes Equation

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_6 ◽

2014 ◽

pp. 163-184 ◽

Cited By ~ 2

Author(s):

Ana Bella Cruzeiro ◽

Remi Lassalle

Keyword(s):

Stokes Equation ◽

Action Principle ◽

Navier Stokes ◽

Least Action Principle ◽

Navier Stokes Equation ◽

Least Action

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Cutting Edges at Random in Large Recursive Trees

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014 ◽

10.1007/978-3-319-11292-3_3 ◽

2014 ◽

pp. 51-76

Author(s):

Erich Baur ◽

Jean Bertoin

Keyword(s):

Recursive Trees

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Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Time-Inconsistent Portfolio Investment Problems

On Villat’s Kernels and BMD Schwarz Kernels in Komatu-Loewner Equations

Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale

The Master Equation for Large Population Equilibriums

Decompositions of Diffusion Operators and Related Couplings

Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited

Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II

KMT Theory Applied to Approximations of SDE

On the Stochastic Least Action Principle for the Navier-Stokes Equation

Cutting Edges at Random in Large Recursive Trees

Springer Proceedings in Mathematics & Statistics - Stochastic Analysis and Applications 2014
Latest Publications