Stochastic Analysis 2010
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14
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Published By Springer Berlin Heidelberg

9783642153570, 9783642153587
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Discrete Algorithms for Multivariate Financial Calculus

2010 ◽  
pp. 243-266
Author(s):  
Radu Tunaru
Keyword(s):  
Discrete Algorithms

Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics

2010 ◽  
pp. 191-212 ◽  
Author(s):  
Vasile N. Stanciulescu ◽  
Michael V. Tretyakov
Keyword(s):  
Dirichlet Problem ◽  
Numerical Solution

scholarly journals Credit Risk, Market Sentiment and Randomly-Timed Default

2010 ◽  
pp. 267-280 ◽  
Author(s):  
Dorje C. Brody ◽  
Lane P. Hughston ◽  
Andrea Macrina
Keyword(s):  
Credit Risk ◽  
Market Sentiment

scholarly journals Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates

2010 ◽  
pp. 169-190 ◽  
Author(s):  
Anastasia Papavasiliou
Keyword(s):  
Coarse Grained

Introduction

2010 ◽  
pp. 1-6
Author(s):  
Dan Crisan

scholarly journals A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three

2010 ◽  
pp. 31-49 ◽  
Author(s):  
Víctor Ortiz-López ◽  
Marta Sanz-Solé
Keyword(s):  
Wave Equation ◽  
Spatial Dimension ◽  
Stochastic Wave Equation ◽  
Laplace Principle

Intertwinned Diffusions by Examples

2010 ◽  
pp. 51-71
Author(s):  
Xue-Mei Li

Continuity of Mutual Entropy in the Limiting Signal-To-Noise Ratio Regimes

2010 ◽  
pp. 281-299 ◽  
Author(s):  
Mark Kelbert ◽  
Yuri Suhov
Keyword(s):  
Signal To Noise Ratio ◽  
Signal To Noise ◽  
Noise Ratio ◽  
Mutual Entropy

Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise

2010 ◽  
pp. 227-242
Author(s):  
Vassili N. Kolokoltsov
Keyword(s):  
Lévy Noise ◽  
Stochastic Integrals ◽  
Levy Noise

scholarly journals Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations

2010 ◽  
pp. 7-29 ◽  
Author(s):  
Vlad Bally ◽  
Emmanuelle Clément
Keyword(s):  
Integration By Parts ◽  
Integration By Parts Formula
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