Overview

Full Product Details

Author:   Dan Crisan ,  Ben Hambly ,  Thaleia Zariphopoulou
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2014
Volume:   100
Dimensions:   Width: 15.50cm , Height: 2.70cm , Length: 23.50cm
Weight:   7.956kg
ISBN:  

9783319361246

ISBN 10:   3319361244
Pages:   503
Publication Date:   24 September 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Dan Crisan, Ben Hambly, Thaleia Zariphopoulou: Introduction to the volume.- Shigeki Aida, Wong-Zakai: Approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II.- Dominique Bakry: Symmetric diffusions with polynomial eigenvectors.- Erich Baur, Jean Bertoin: Cutting edges at random in large recursive trees.- René Carmona, Francois Delarue: The Master Equation for Large Population Equilibriums.- Thomas Cass, Martin Clark, Dan Crisan: The filtering equations revisited.- Ana Bela Cruzeiro, Remi Lassalle: On the Stochastic Least Action Principle for the Navier-Stokes Equation.- Alexander Davie: KMT theory applied to approximations of SDE.- Joscha Diehl, Peter Friz, Harald Oberhauser: Regularity theory for rough partial differential equations and parabolic comparison revisited.- Yidong Dong, Ronnie Sircar: Time-Inconsistent Portfolio Investment Problems.- K.D. Elworthy: Decompositions of diffusion operators and related couplings.- Hans Föllmer, Claudia Klüppelberg: Spatial Risk Measures: Local Specification and Boundary Risk.- Masatoshi Fukushima, Hiroshi Kaneko: On Villat's kernels and BMD Schwarz kernels in Komatu-Loewner equations.- Tomoyuki Ichiba, Ioannis Karatzas: Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale.- David Nualart: Normal approximation on a finite Wiener chaos.- Zhenjie Ren, Nizar Touzi, Jianfeng Zhang: An Overview of Viscosity Solutions of Path-Dependent PDEs.- Marta Sanz-Sole, Andre Suess: Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise.  

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions