Malliavin calculus in Lev́y spaces and applications to finance.

Petrou, Evangelia

Displaying similar documents to “Malliavin calculus in Lev́y spaces and applications to finance.”

On one-dimensional diffusion processes living in a bounded space interval

Anna Milian (1992)

Annales Polonici Mathematici

Similarity:

We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.

A new Monte Carlo method for solving a stationary diffusion equation.

Mikhajlov, G.A., Burmistrov, A.V. (2000)

Siberian Mathematical Journal

Similarity:

On the structure of solutions to elliptic problems with strong anisotropy.

Laevskij, Yu.M. (2000)

Siberian Mathematical Journal

Similarity:

Integro-local and integral limit theorems on the large deviations of sums of random vectors: Regular distributions.

Borovkov, A.A. (2002)

Sibirskij Matematicheskij Zhurnal

Similarity:

Nonlinear stationary surface waves above an underwater ridge.

Kuznetsov, D.S. (2002)

Sibirskij Matematicheskij Zhurnal

Similarity:

On determination of two time-dependent coefficients in a parabolic equation.

Ivanchov, N.I., Pabyrivska, N.V. (2002)

Sibirskij Matematicheskij Zhurnal

Similarity:

On nonintegrality of functions of some integral and partially integral operators.

Korotkov, V.B. (2000)

Sibirskij Matematicheskij Zhurnal

Similarity:

Qualitative properties of separating flows in the Prandtl boundary layer.

Khusnutdinova, N.V. (2001)

Sibirskij Matematicheskij Zhurnal

Similarity:

Radicals and units in Ramanujan's work

Bruce C. Berndt, Heng Huat Chan, Liang-Cheng Zhang (1998)

Acta Arithmetica

Similarity:

Ramanujan's class invariants and cubic continued fraction

Bruce C. Berndt, Heng Huat Chan, Liang-Cheng Zhang (1995)

Acta Arithmetica

Similarity:

Stability of classes of affine mappings.

Egorov, A.A., Korobkov, M.V. (2001)

Sibirskij Matematicheskij Zhurnal

Similarity:

The strong asymptotic equivalence and the generalized inverse.

Djurčić, Dragan, Torgašev, Aleksandar, Ješić, Siniša (2008)

Sibirskij Matematicheskij Zhurnal

Similarity:

Solvability of boundary value problems for operator-differential equations of mixed type.

Pyatkov, S.G., Abasheeva, N.L. (2000)

Siberian Mathematical Journal

Similarity: