×

Found 141 Documents (Results 1–100)

Sensitivity analysis for time-inhomogeneous Lévy process: a Malliavin calculus approach and numerics. (English) Zbl 1401.60085

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer (ISBN 978-3-319-30416-8/hbk; 978-3-319-30417-5/ebook). Springer Proceedings in Mathematics & Statistics 158, 39-80 (2016).
MSC:  60G51 60H07
PDF BibTeX XML Cite
Full Text: DOI

Integration by parts formula with respect to jump times for stochastic differential equations. (English) Zbl 1223.60032

Crisan, Dan (ed.), Stochastic analysis 2010. Selected papers based on the presentations at the 7th congress of the International Society for Analysis, its Applications and Computations, London, GB, July 2009. Berlin: Springer (ISBN 978-3-642-15357-0/hbk; 978-3-642-15358-7/ebook). 7-29 (2011).
PDF BibTeX XML Cite
Full Text: DOI arXiv

Two-parameter stochastic calculus and Malliavin’s integration-by-parts formula on Wiener space. (English) Zbl 1201.60054

Dai, Xianzhe (ed.) et al., From probability to geometry I. Volume in honor of the 60th birthday of Jean-Michel Bismut. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-288-4/pbk). Astérisque 327, 93-114 (2009).
MSC:  60H07 60H15
PDF BibTeX XML Cite
Full Text: arXiv Link

Generalized solution of a nonlinear wave equation with nonlinear boundary conditions of the first, second, and third kinds. (English. Russian original) Zbl 1180.35329

Differ. Equ. 45, No. 3, 416-428 (2009); translation from Differ. Uravn. 45, No. 3, 403-415 (2009).
PDF BibTeX XML Cite
Full Text: DOI

Filter Results by …

Document Type

Database

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field