Stochastic Analysis 2010
Latest Publications

TOTAL DOCUMENTS

14

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642153570, 9783642153587

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Discrete Algorithms for Multivariate Financial Calculus

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_12 ◽

2010 ◽

pp. 243-266

Author(s):

Radu Tunaru

Keyword(s):

Discrete Algorithms

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Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_9 ◽

2010 ◽

pp. 191-212 ◽

Cited By ~ 2

Author(s):

Vasile N. Stanciulescu ◽

Michael V. Tretyakov

Keyword(s):

Dirichlet Problem ◽

Numerical Solution

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Credit Risk, Market Sentiment and Randomly-Timed Default

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_13 ◽

2010 ◽

pp. 267-280 ◽

Cited By ~ 2

Author(s):

Dorje C. Brody ◽

Lane P. Hughston ◽

Andrea Macrina

Keyword(s):

Credit Risk ◽

Market Sentiment

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Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_8 ◽

2010 ◽

pp. 169-190 ◽

Cited By ~ 1

Author(s):

Anastasia Papavasiliou

Keyword(s):

Coarse Grained

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Introduction

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_1 ◽

2010 ◽

pp. 1-6

Author(s):

Dan Crisan

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A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_3 ◽

2010 ◽

pp. 31-49 ◽

Cited By ~ 4

Author(s):

Víctor Ortiz-López ◽

Marta Sanz-Solé

Keyword(s):

Wave Equation ◽

Spatial Dimension ◽

Stochastic Wave Equation ◽

Laplace Principle

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Intertwinned Diffusions by Examples

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_4 ◽

2010 ◽

pp. 51-71

Author(s):

Xue-Mei Li

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Continuity of Mutual Entropy in the Limiting Signal-To-Noise Ratio Regimes

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_14 ◽

2010 ◽

pp. 281-299 ◽

Cited By ~ 3

Author(s):

Mark Kelbert ◽

Yuri Suhov

Keyword(s):

Signal To Noise Ratio ◽

Signal To Noise ◽

Noise Ratio ◽

Mutual Entropy

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Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_11 ◽

2010 ◽

pp. 227-242

Author(s):

Vassili N. Kolokoltsov

Keyword(s):

Lévy Noise ◽

Stochastic Integrals ◽

Levy Noise

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Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations

Stochastic Analysis 2010 ◽

10.1007/978-3-642-15358-7_2 ◽

2010 ◽

pp. 7-29 ◽

Cited By ~ 1

Author(s):

Vlad Bally ◽

Emmanuelle Clément

Keyword(s):

Integration By Parts ◽

Integration By Parts Formula

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