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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Overview of attention for book
Cover of 'Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
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    Chapter 2 On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
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    Chapter 3 On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
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    Chapter 4 An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time
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    Chapter 5 European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
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    Chapter 6 Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
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    Chapter 7 BSDEs and Enlargement of Filtration
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    Chapter 8 An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example
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    Chapter 9 Path-Dependent SDEs in Hilbert Spaces
Attention for Chapter 2: On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
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Chapter title
On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
Chapter number 2
Book title
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Published by
Springer, Cham, July 2017
DOI 10.1007/978-3-030-22285-7_2
Book ISBNs
978-3-03-022284-0, 978-3-03-022285-7
Authors

Mireille Bossy, Jean-François Jabir, Bossy, Mireille, Jabir, Jean-François

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 3 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 3 100%

Demographic breakdown

Readers by professional status Count As %
Researcher 2 67%
Lecturer > Senior Lecturer 1 33%
Readers by discipline Count As %
Mathematics 3 100%

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