Seminar on Stochastic Analysis, Random Fields and Applications IV
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Published By Birkhäuser Basel

9783034896306, 9783034879439

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Indifference Pricing with Exponential Utility

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_19 ◽

2004 ◽

pp. 323-328 ◽

Cited By ~ 3

Author(s):

Christophe Stricker

Keyword(s):

Exponential Utility ◽

Indifference Pricing

Isovectors for the Hamilton-Jacobi-Bellman Equation, Formal Stochastic Differentials and First Integrals in Euclidean Quantum Mechanics

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_13 ◽

2004 ◽

pp. 187-202 ◽

Cited By ~ 2

Author(s):

Paul Lescot ◽

Jean-Claude Zambrini

Keyword(s):

Quantum Mechanics ◽

Bellman Equation ◽

First Integrals ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

Hypoelliptic Diffusions and Cyclic Cohomology

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_12 ◽

2004 ◽

pp. 165-185 ◽

Cited By ~ 1

Author(s):

Rémi Léandre

Keyword(s):

Cyclic Cohomology

Averaging of a Parabolic Partial Differential Equation with Random Evolution

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_8 ◽

2004 ◽

pp. 111-128 ◽

Cited By ~ 1

Author(s):

Mamadou Abdoul Diop ◽

Etienne Pardoux

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Parabolic Partial Differential Equation ◽

Random Evolution ◽

Partial Differential

Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_15 ◽

2004 ◽

pp. 221-264 ◽

Cited By ~ 36

Author(s):

Ernst Eberlein ◽

Ernst August v. Hammerstein

Keyword(s):

Inverse Gaussian ◽

Gaussian Distributions

Second-Order Hyperbolic S.P.D.E.’s Driven by Boundary Noises

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_6 ◽

2004 ◽

pp. 83-93

Author(s):

Robert C. Dalang ◽

Olivier Lévêque

Keyword(s):

Second Order

Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_3 ◽

2004 ◽

pp. 45-56 ◽

Cited By ~ 5

Author(s):

Jean Bertoin ◽

Philippe Biane ◽

Marc Yor

Keyword(s):

Moment Problem ◽

Normal Distributions ◽

The Moment ◽

Log Normal

Optimal Portfolio in a Multiple-Priors Model

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_18 ◽

2004 ◽

pp. 291-321 ◽

Cited By ~ 22

Author(s):

Marie-Claire Quenez

Keyword(s):

Optimal Portfolio ◽

Multiple Priors

Condition Numbers and Extrema of Random Fields

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_5 ◽

2004 ◽

pp. 69-82 ◽

Cited By ~ 1

Author(s):

J. A. Cuesta-Albertos ◽

Mario Wschebor

Keyword(s):

Random Fields ◽

Condition Numbers

A Littlewood-Paley Type Inequality on the Path Space

Seminar on Stochastic Analysis, Random Fields and Applications IV ◽

10.1007/978-3-0348-7943-9_4 ◽

2004 ◽

pp. 57-67

Author(s):

Ana Bela Cruzeiro ◽

Xicheng Zhang

Keyword(s):

Type Inequality ◽

Path Space

Seminar on Stochastic Analysis, Random Fields and Applications IVLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Birkhäuser Basel

Indifference Pricing with Exponential Utility

Isovectors for the Hamilton-Jacobi-Bellman Equation, Formal Stochastic Differentials and First Integrals in Euclidean Quantum Mechanics

Hypoelliptic Diffusions and Cyclic Cohomology

Averaging of a Parabolic Partial Differential Equation with Random Evolution

Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes

Second-Order Hyperbolic S.P.D.E.’s Driven by Boundary Noises

Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions

Optimal Portfolio in a Multiple-Priors Model

Condition Numbers and Extrema of Random Fields

A Littlewood-Paley Type Inequality on the Path Space

Seminar on Stochastic Analysis, Random Fields and Applications IV
Latest Publications