Malliavin calculus in Lev́y spaces and applications to finance.
Petrou, Evangelia (2008)
Electronic Journal of Probability [electronic only]
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Petrou, Evangelia (2008)
Electronic Journal of Probability [electronic only]
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Sturm, Anja (2003)
Electronic Journal of Probability [electronic only]
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Anna Milian (1992)
Annales Polonici Mathematici
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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.
Krystyna Twardowska
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Some generalizations of the approximation theorem of Wong-Zakai type for stochastic differential equations are examined. One of them deals with functional stochastic differential equations defined on some spaces of continuous functions. The second one concerns the situations when the state space and the Wiener process have values in some Hilbert spaces. The comparison of these results as well as some examples are also included. The correction terms computed here are then applied to the...
Al-Hussein, AbdulRahman (2007)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Toronjadze, T. (2002)
Georgian Mathematical Journal
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Skorokhod, A. (2001)
Georgian Mathematical Journal
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Nagahata, Yukio, Yoshida, Nobuo (2010)
Electronic Communications in Probability [electronic only]
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Mamporia, B. (2000)
Georgian Mathematical Journal
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Michał Kisielewicz (1995)
Banach Center Publications
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Existence of strong and weak solutions to stochastic inclusions and , where p and q are certain random measures, is considered.
Aggoun, L., Benkherouf, L., Tadj, L. (2001)
International Journal of Mathematics and Mathematical Sciences
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Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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Kim, Kyeong-Hun (2006)
Electronic Journal of Probability [electronic only]
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