Stochastic differential equations and processes SAAP, Tunisia, October 7-9, 2010 /
Selected papers submitted by participants of the international Conference "Stochastic Analysis and Applied Probability 2010" (www.saap2010.org) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the "Applied Mathematics &a...
| Corporate Authors: | SAAP 2010 Yasmine-Hammamet, Tunisia) |
|---|---|
| Other Authors: | SAAP 2010, Zili, Mounir., Filatova, Darya V., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; Heidelberg :
Springer,
©2012.
Berlin ; Heidelberg : [2012] |
| Physical Description: |
1 online resource (xii, 263 pages). |
| Series: |
Springer proceedings in mathematics ;
v. 7. |
| Subjects: |
Table of Contents:
- Preface
- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
- 2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion
- 3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes
- 4.C. El-Nouty: The Lower Classes of the Sub-Fractional Brownian Motion
- 5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation
- 6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Brownian Motion
- 7.A. Gulisashvili, J. Vives: Two-sided Estimates for Distribution Densities in Models with Jumps
- 8.M. Lefebvre: Maximizing a Function of the Survival Time of a Wiener Process in an Interval.