DOIAbstract
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories
The purpose of the master thesis is to look at the classical article «Backward Stochastic Differenti...
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
Part I Stochastic Processes with Jumps Chapters: Probability Spaces, Semigroup Theory - Part II Sto...
International audienceWe establish an integration by parts formula based on jumps times in an abstra...
AbstractConvergence in law of solutions of SDE having jumps is discussed assuming suitable convergen...
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusio...
Long Title: Stochastic Ordinary Differential Equations with Jumps: Theory and Estimates. Chapters: S...
This research monograph concerns the design and analysis of discrete-time approximations for stochas...
International audienceThis self-contained, practical, entry-level text integrates the basic principl...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
International audienceWe establish an integration by parts formula in an abstract framework in order...
Implicit numerical methods such as the stochastic theta-method offer a practical way to approximate ...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
Abstract. In this paper we present a result on convergence of approximate solutions of stochastic di...
This paper is concerned with the stability and numerical analysis of solution to highly nonlinear st...
The purpose of the master thesis is to look at the classical article «Backward Stochastic Differenti...
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
Part I Stochastic Processes with Jumps Chapters: Probability Spaces, Semigroup Theory - Part II Sto...
International audienceWe establish an integration by parts formula based on jumps times in an abstra...
AbstractConvergence in law of solutions of SDE having jumps is discussed assuming suitable convergen...
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusio...
Long Title: Stochastic Ordinary Differential Equations with Jumps: Theory and Estimates. Chapters: S...
This research monograph concerns the design and analysis of discrete-time approximations for stochas...
International audienceThis self-contained, practical, entry-level text integrates the basic principl...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
International audienceWe establish an integration by parts formula in an abstract framework in order...
Implicit numerical methods such as the stochastic theta-method offer a practical way to approximate ...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
Abstract. In this paper we present a result on convergence of approximate solutions of stochastic di...
This paper is concerned with the stability and numerical analysis of solution to highly nonlinear st...
The purpose of the master thesis is to look at the classical article «Backward Stochastic Differenti...
SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...
Part I Stochastic Processes with Jumps Chapters: Probability Spaces, Semigroup Theory - Part II Sto...
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