Book2007

Stochastic Differential Equations: Theory and Applications

588 citations0/0 files storedInterdisciplinary mathematical sciences

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

Abstract

Stochastic Evolution Equations (N V Krylov & B L Rozovskii) Predictability of the Burgers Dynamics Under Model Uncertainty (D Blomker & J Duan) Asymptotics for a Space-Time Wigner Transform (L Borcea et al.) KdV Equation with Homogeneous Multiplicative Noise (A de Bouard & A Debussche) Stochastic Fractional Burgers Equation (Z Brze niak & L Debbi) Optimal Compensation of Executives (A Cadenillas et al.) The Freidlin-Wentzell LDP with Rapidly Growing Coefficients (P Chigansky & R Liptser) Convergence Rate of Weak Approximations (D Crisan & S Ghazali) Flow Properties of SDEs Driven by Fractional Brownian Motion (L Decreusefond & D Nualart) Regularity for Stochastic Navier-Stokes Equation (F Flandoli & M Romito) Rate of Convergence of Implicit Approximations (L Gyongy & A Millet) Maximum Principle for SPDEs (N V Krylov) Delay Estimation for Diffusion Processes (Yu A Kutoyants) Cauchy-Dirichlet Problem for an Integro-Differential Equation (R Mikulevicius & H Pragarauskas) Strict Solutions of Kolmogorov Equations (G Da Prato).

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