Stochastic Analysis 2010

by Dan Crisan and V. Bally

Book Overview

D.Crisan: Introduction to the Volume.- V. Bally and E. Cl?ment: Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations.- V. Ortiz-L?pez and M. Sanz-Sol? A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three.- X.-M. Li: Intertwinned Diffusions Operators by Examples.- L. G. Gyurk? and T. Lyons: Effcient and practical implementations of Cubature on Wiener space.- T. Kurtz: Equivalence of...

• Format: Paperback
• Language: English
• ISBN: 3642422845
• ISBN13: 9783642422843
• Release Date: October 2014
• Publisher: Springer
• Length: 299 Pages
• Weight: 0.96 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"