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Stochastic Analysis 2010

Overview of attention for book
Cover of 'Stochastic Analysis 2010'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations
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    Chapter 3 A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
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    Chapter 4 Intertwinned Diffusions by Examples
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    Chapter 5 Efficient and Practical Implementations of Cubature on Wiener Space
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    Chapter 6 Equivalence of Stochastic Equations and Martingale Problems
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    Chapter 7 Accelerated Numerical Schemes for PDEs and SPDEs
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    Chapter 8 Coarse-Grained Modeling of Multiscale Diffusions: The p -Variation Estimates
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    Chapter 9 Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
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    Chapter 10 Individual Path Uniqueness of Solutions of Stochastic Differential Equations
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    Chapter 11 Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise
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    Chapter 12 Discrete Algorithms for Multivariate Financial Calculus
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    Chapter 13 Credit Risk, Market Sentiment and Randomly-Timed Default
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    Chapter 14 Stochastic Analysis 2010
Attention for Chapter 9: Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
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Chapter title
Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
Chapter number 9
Book title
Stochastic Analysis 2010
Published by
Springer, Berlin, Heidelberg, January 2011
DOI 10.1007/978-3-642-15358-7_9
Book ISBNs
978-3-64-215357-0, 978-3-64-215358-7
Authors

Vasile N. Stanciulescu, Michael V. Tretyakov, Stanciulescu, Vasile N., Tretyakov, Michael V.

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Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 1 100%
Readers by discipline Count As %
Business, Management and Accounting 1 100%

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