Stochastic Differential Equations and Processes: SAAP, Tunisia, October 7-9, 2010

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3642270956
• ISBN13: 9783642270956
• Release Date: November 2013
• Publisher: Springer
• Length: 264 Pages
• Weight: 0.86 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"