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

9783034800204, 9783034800211

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On Stochastic Ergodic Control in Infinite Dimensions

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_6 ◽

2011 ◽

pp. 95-107 ◽

Cited By ~ 1

Author(s):

Beniamin Goldys ◽

Bohdan Maslowski

Keyword(s):

Ergodic Control ◽

Infinite Dimensions

The Clean Development Mechanism and Joint Price Formation for Allowances and CERs

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_21 ◽

2011 ◽

pp. 341-383 ◽

Cited By ~ 5

Author(s):

René Carmona ◽

Max Fehr

Keyword(s):

Clean Development Mechanism ◽

Price Formation ◽

Development Mechanism

Functional Inequalities for the Wasserstein Dirichlet Form

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_16 ◽

2011 ◽

pp. 245-260 ◽

Cited By ~ 1

Author(s):

Wilhelm Stannat

Keyword(s):

Dirichlet Form ◽

Functional Inequalities

Control of Exit Time for Lagrangian Systems with Weak Noise

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_11 ◽

2011 ◽

pp. 167-176

Author(s):

Agnessa Kovaleva

Keyword(s):

Exit Time ◽

Lagrangian Systems ◽

Weak Noise

The Trace Formula for the Heat Semigroup with Polynomial Potential

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_1 ◽

2011 ◽

pp. 3-21 ◽

Cited By ~ 1

Author(s):

Sergio Albeverio ◽

Sonia Mazzucchi

Keyword(s):

Trace Formula ◽

Heat Semigroup ◽

Polynomial Potential

Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_8 ◽

2011 ◽

pp. 119-145 ◽

Cited By ~ 18

Author(s):

F. Hubalek ◽

E. Kyprianou

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Scale Functions ◽

Spectrally Negative Lévy Processes

Uniqueness in Law of the Itô Integral with Respect to Lévy Noise

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_3 ◽

2011 ◽

pp. 37-57 ◽

Cited By ~ 5

Author(s):

Zdzisław Brzeźniak ◽

Erika Hausenblas

Keyword(s):

Lévy Noise ◽

Itô Integral ◽

Ito Integral ◽

Uniqueness In Law ◽

Levy Noise

A Family of Series Representations of the Multiparameter Fractional Brownian Motion

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_14 ◽

2011 ◽

pp. 209-226 ◽

Cited By ~ 1

Author(s):

Anatoliy Malyarenko

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Series Representations

Analyzing the Fine Structure of Continuous Time Stochastic Processes

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_26 ◽

2011 ◽

pp. 473-492 ◽

Cited By ~ 4

Author(s):

Jeannette H. C. Woerner

Keyword(s):

Fine Structure ◽

Stochastic Processes ◽

Continuous Time

On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_25 ◽

2011 ◽

pp. 453-471

Author(s):

Lioudmila Vostrikova

Keyword(s):

Contingent Claims ◽

The Stability ◽

Statistical Estimations ◽

Incomplete Models

Seminar on Stochastic Analysis, Random Fields and Applications VILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Basel

On Stochastic Ergodic Control in Infinite Dimensions

The Clean Development Mechanism and Joint Price Formation for Allowances and CERs

Functional Inequalities for the Wasserstein Dirichlet Form

Control of Exit Time for Lagrangian Systems with Weak Noise

The Trace Formula for the Heat Semigroup with Polynomial Potential

Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes

Uniqueness in Law of the Itô Integral with Respect to Lévy Noise

A Family of Series Representations of the Multiparameter Fractional Brownian Motion

Analyzing the Fine Structure of Continuous Time Stochastic Processes

On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations

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