Theory of Stochastic Differential Equations with Jumps and Applications
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer-Verlag

0387250832

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Optimal Consumption by H-J-B Equation and Lagrange Method

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_9 ◽

2005 ◽

pp. 277-290

Keyword(s):

Optimal Consumption ◽

Lagrange Method

Download Full-text

How to Use the Stochastic Calculus to Solve SDE

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_6 ◽

2005 ◽

pp. 163-168

Keyword(s):

Stochastic Calculus

Download Full-text

Brownian Motion, Stochastic Integral and Ito's Formula

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_2 ◽

2005 ◽

pp. 39-74

Keyword(s):

Brownian Motion ◽

Stochastic Integral ◽

Itô’S Formula ◽

Itô's Formula ◽

Ito’S Formula ◽

Ito's Formula

Download Full-text

Option Pricing in a Financial Market and BSDE

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_8 ◽

2005 ◽

pp. 205-275

Keyword(s):

Option Pricing ◽

Financial Market

Download Full-text

Stochastic Differential Equations with Non-Lipschitzian Coefficients

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_5 ◽

2005 ◽

pp. 139-160

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

Some Useful Tools in Stochastic Differential Equations

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_4 ◽

2005 ◽

pp. 103-137

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

Maximum Principle for Stochastic Systems with Jumps

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_12 ◽

2005 ◽

pp. 377-387 ◽

Cited By ~ 1

Keyword(s):

Maximum Principle ◽

Stochastic Systems

Download Full-text

Stochastic Differential Equations

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_3 ◽

2005 ◽

pp. 75-101 ◽

Cited By ~ 8

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

Martingale Theory and the Stochastic Integral for Point Processes

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_1 ◽

2005 ◽

pp. 3-38

Keyword(s):

Point Processes ◽

Stochastic Integral ◽

Martingale Theory

Download Full-text

Comparison Theorem and Stochastic Pathwise Control

Theory of Stochastic Differential Equations with Jumps and Applications ◽

10.1007/0-387-25175-8_10 ◽

2005 ◽

pp. 291-327

Keyword(s):

Comparison Theorem

Download Full-text

Theory of Stochastic Differential Equations with Jumps and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Optimal Consumption by H-J-B Equation and Lagrange Method

How to Use the Stochastic Calculus to Solve SDE

Brownian Motion, Stochastic Integral and Ito's Formula

Option Pricing in a Financial Market and BSDE

Stochastic Differential Equations with Non-Lipschitzian Coefficients

Some Useful Tools in Stochastic Differential Equations

Maximum Principle for Stochastic Systems with Jumps

Stochastic Differential Equations

Martingale Theory and the Stochastic Integral for Point Processes

Comparison Theorem and Stochastic Pathwise Control

Theory of Stochastic Differential Equations with Jumps and Applications
Latest Publications