Stochastic Analysis and Related Topics V
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15

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Published By Birkhäuser Boston

9781461275411, 9781461224501

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A model for loss of profits insurance

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_4 ◽

1996 ◽

pp. 99-110

Author(s):

Knut K. Aase

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A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial Conditions

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_6 ◽

1996 ◽

pp. 121-133

Author(s):

Fred Espen Benth

Keyword(s):

Initial Conditions ◽

Heat Problem

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Wick products of complex valued random variables

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_7 ◽

1996 ◽

pp. 135-155

Author(s):

Fred Espen Benth ◽

Bernt Øksendal ◽

Jan Ubøe ◽

Tusheng Zhang

Keyword(s):

Random Variables ◽

Wick Products ◽

Complex Valued

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Semi-Implicit Euler-Maruyama Scheme for Stiff Stochastic Equations

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_9 ◽

1996 ◽

pp. 183-202 ◽

Cited By ~ 22

Author(s):

Yaozhong Hu

Keyword(s):

Stochastic Equations

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Theory of capacity on the Wiener space

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_3 ◽

1996 ◽

pp. 69-98 ◽

Cited By ~ 1

Author(s):

Francis Hirsch

Keyword(s):

Wiener Space

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Absolute Continuity of Monotone Shifts on the Wiener Space

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_14 ◽

1996 ◽

pp. 269-279

Author(s):

Ali Süleyman Üstünel ◽

Moshe Zakai

Keyword(s):

Absolute Continuity ◽

Wiener Space

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Diffusion approximation for elliptic stochastic differential equations

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_13 ◽

1996 ◽

pp. 255-268

Author(s):

Samy Tindel

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Diffusion Approximation

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Mathematical Theory of Communication Networks

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_1 ◽

1996 ◽

pp. 1-39

Author(s):

Venkat Anantharam

Keyword(s):

Communication Networks ◽

Mathematical Theory

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Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_15 ◽

1996 ◽

pp. 281-294 ◽

Cited By ~ 6

Author(s):

Gjermund Våge

Keyword(s):

Hilbert Space ◽

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Wick Approximation of Quasilinear Stochastic Differential Equations

Stochastic Analysis and Related Topics V ◽

10.1007/978-1-4612-2450-1_10 ◽

1996 ◽

pp. 203-231 ◽

Cited By ~ 10

Author(s):

Yaozhong Hu ◽

Bernt Øksendal

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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