English
Stochastic Analysis 2010
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations
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Altmetric BadgeChapter 3 A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
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Altmetric BadgeChapter 4 Intertwinned Diffusions by Examples
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Altmetric BadgeChapter 5 Efficient and Practical Implementations of Cubature on Wiener Space
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Altmetric BadgeChapter 6 Equivalence of Stochastic Equations and Martingale Problems
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Altmetric BadgeChapter 7 Accelerated Numerical Schemes for PDEs and SPDEs
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Altmetric BadgeChapter 8 Coarse-Grained Modeling of Multiscale Diffusions: The p -Variation Estimates
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Altmetric BadgeChapter 9 Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics
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Altmetric BadgeChapter 10 Individual Path Uniqueness of Solutions of Stochastic Differential Equations
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Altmetric BadgeChapter 11 Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise
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Altmetric BadgeChapter 12 Discrete Algorithms for Multivariate Financial Calculus
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Altmetric BadgeChapter 13 Credit Risk, Market Sentiment and Randomly-Timed Default
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Altmetric BadgeChapter 14 Stochastic Analysis 2010
Attention for Chapter 10:
Individual Path Uniqueness of Solutions of Stochastic Differential Equations