Seminar on Stochastic Analysis, Random Fields and Applications VII
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Published By Springer Basel

9783034805445, 9783034805452

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Two Remarks on the Wasserstein Dirichlet Form

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_12 ◽

2013 ◽

pp. 235-255 ◽

Author(s):

Wilhelm Stannat

Keyword(s):

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Recent Advances Related to SPDEs with Fractional Noise

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_1 ◽

2013 ◽

pp. 3-22 ◽

Author(s):

Raluca M. Balan

Keyword(s):

Fractional Noise ◽

Recent Advances

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Stochastic Control and Pricing Under Swap Measures

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_18 ◽

2013 ◽

pp. 363-379

Author(s):

R. Cogo ◽

A. Gombani ◽

W. J. Runggaldier

Keyword(s):

Stochastic Control

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Multi-dimensional Semicircular Limits on the Free Wigner Chaos

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_10 ◽

2013 ◽

pp. 211-221 ◽

Author(s):

Ivan Nourdin ◽

Giovanni Peccati ◽

Roland Speicher

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Weak Approximations for SDE’s Driven by Lévy Processes

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_6 ◽

2013 ◽

pp. 131-169

Author(s):

Arturo Kohatsu-Higa ◽

Hoang-Long Ngo

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Weak Approximations

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Efficient Second-order Weak Scheme for Stochastic Volatility Models

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_20 ◽

2013 ◽

pp. 395-410

Author(s):

Benjamin Jourdain ◽

Mohamed Sbai

Keyword(s):

Stochastic Volatility ◽

Second Order ◽

Stochastic Volatility Models ◽

Volatility Models

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Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_15 ◽

2013 ◽

pp. 285-304 ◽

Author(s):

Francesca Biagini

Keyword(s):

Insurance Markets ◽

Hybrid Products

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On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_2 ◽

2013 ◽

pp. 23-54 ◽

Author(s):

Giulia Di Nunno ◽

Steffen Sjursen

Keyword(s):

Poisson Process ◽

Orthogonal Polynomials ◽

Doubly Stochastic ◽

Doubly Stochastic Poisson Process

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Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_5 ◽

2013 ◽

pp. 95-130 ◽

Author(s):

István Gyöngy ◽

Pablo Raúl Stinga

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Rate Of Convergence ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Optimal Portfolio in a Regime-switching Model

Seminar on Stochastic Analysis, Random Fields and Applications VII ◽

10.1007/978-3-0348-0545-2_22 ◽

2013 ◽

pp. 435-449 ◽

Author(s):

Adrian Roy L. Valdez ◽

Tiziano Vargiolu

Keyword(s):

Regime Switching ◽

Optimal Portfolio ◽

Regime Switching Model ◽

Switching Model

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