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Stochastic Analysis and Applications 2014: In Honour of Terry Lyons
Hardcover
Series: Springer Proceedings in Mathematics & Statistics, Book 100
General MathematicsProbability & Statistics
ISBN13: 9783319112916
Publisher: Springer Nature
Published: Jan 2 2015
Pages: 503
Weight: 2.02
Height: 1.13 Width: 6.14 Depth: 9.21
Language: English
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.
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