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Stochastic Analysis and Applications 2014

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Cover of 'Stochastic Analysis and Applications 2014'

Table of Contents

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    Book Overview
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    Chapter 1 Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II
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    Chapter 2 Symmetric Diffusions with Polynomial Eigenvectors
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    Chapter 3 Cutting Edges at Random in Large Recursive Trees
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    Chapter 4 The Master Equation for Large Population Equilibriums
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    Chapter 5 The Filtering Equations Revisited
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    Chapter 6 On the Stochastic Least Action Principle for the Navier-Stokes Equation
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    Chapter 7 KMT Theory Applied to Approximations of SDE
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    Chapter 8 Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
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    Chapter 9 Time-Inconsistent Portfolio Investment Problems
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    Chapter 10 Decompositions of Diffusion Operators and Related Couplings
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    Chapter 11 Spatial Risk Measures: Local Specification and Boundary Risk
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    Chapter 12 On Villat’s Kernels and BMD Schwarz Kernels in Komatu-Loewner Equations
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    Chapter 13 Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale
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    Chapter 14 Normal Approximation on a Finite Wiener Chaos
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    Chapter 15 An Overview of Viscosity Solutions of Path-Dependent PDEs
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    Chapter 16 Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise
Attention for Chapter 15: An Overview of Viscosity Solutions of Path-Dependent PDEs
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