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Springer Proceedings in Mathematics #7: Stochastic Differential Equations and Processes: Saap, Tunisia, October 7-9, 2010

Springer Proceedings in Mathematics #7: Stochastic Differential Equations and Processes: Saap, Tunisia, October 7-9, 2010 Cover

 

Synopses & Reviews

Publisher Comments:

Selected papers submitted by participants of the international Conference "Stochastic Analysis and Applied Probability 2010" ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the "Applied Mathematics & Mathematical Physics" research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few. As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.

Synopsis:

This volume covers theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve randomly in time.

Table of Contents

Preface.- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods .- 2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion.- 3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes.- 4.C. El-Nouty: The Lower Classes of the Sub-Fractional Brownian Motion.- 5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation.- 6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Brownian Motion.- 7.A. Gulisashvili, J. Vives: Two-sided Estimates for Distribution Densities in Models with Jumps.- 8.M. Lefebvre: Maximizing a Function of the Survival Time of a Wiener Process in an Interval.

Product Details

ISBN:
9783642223679
Publisher:
Springer
Location:
Berlin, Heidelberg
Author:
Filatova, Darya V.
Author:
Zili, Mounir
Subject:
Mathematics-Modeling
Subject:
Statistics
Subject:
Stochastic differential equations
Subject:
Stochastic models
Subject:
Stochastic processes
Subject:
Probability Theory and Stochastic Processes
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Systems Theory, Control
Subject:
60HXX, 60GXX, 60FXX, 91BXX, 93BXX, 92DX
Subject:
Mathematics
Subject:
B
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Systems theory.
Copyright:
Edition Description:
2012
Series:
Springer Proceedings in Mathematics
Series Volume:
7
Publication Date:
20111228
Binding:
HARDCOVER
Language:
English
Pages:
262
Dimensions:
235 x 155 mm

Related Subjects


Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Mathematics » Systems Theory

Springer Proceedings in Mathematics #7: Stochastic Differential Equations and Processes: Saap, Tunisia, October 7-9, 2010
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Product details 262 pages Springer - English 9783642223679 Reviews:
"Synopsis" by , This volume covers theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve randomly in time.
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