Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics
Latest Publications

TOTAL DOCUMENTS

8

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642223679, 9783642223686

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Lower Classes of the Sub-Fractional Brownian Motion

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_4 ◽

2011 ◽

pp. 179-196 ◽

Author(s):

Charles El-Nouty

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion

Download Full-text

Stochastic Volatility and Multifractional Brownian Motion

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_6 ◽

2011 ◽

pp. 211-237 ◽

Author(s):

Antoine Ayache ◽

Qidi Peng

Keyword(s):

Brownian Motion ◽

Stochastic Volatility ◽

Multifractional Brownian Motion

Download Full-text

On the Bounded Variation of the Flow of Stochastic Differential Equation

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_5 ◽

2011 ◽

pp. 197-209

Author(s):

Mohamed Erraoui ◽

Youssef Ouknine

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Bounded Variation

Download Full-text

Maximizing a Function of the Survival Time of aWiener Process in an Interval

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_8 ◽

2011 ◽

pp. 255-262

Author(s):

Mario Lefebvre

Keyword(s):

Download Full-text

Two-Sided Estimates for Distribution Densities in Models with Jumps

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_7 ◽

2011 ◽

pp. 239-254 ◽

Author(s):

Archil Gulisashvili ◽

Josep Vives

Download Full-text

General Shot Noise Processes and Functional Convergence to Stable Processes

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_3 ◽

2011 ◽

pp. 151-178 ◽

Author(s):

Wissem Jedidi ◽

Jalel Almhana ◽

Vartan Choulakian ◽

Robert McGorman

Keyword(s):

Stable Processes ◽

Functional Convergence

Download Full-text

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_1 ◽

2011 ◽

pp. 1-139 ◽

Author(s):

Henri Schurz

Keyword(s):

Numerical Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Download Full-text

Kernel Density Estimation and Local Time

Stochastic Differential Equations and Processes - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-22368-6_2 ◽

2011 ◽

pp. 141-150

Author(s):

Ciprian A. Tudor

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Download Full-text