•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit Martingale problems and stochastic equations for Markov processes • Review of basic material…

ADVANCEDPROBABILITY J. R. NORRIS Contents 11. Conditionalexpectation 3 12. Martingales–theory 7 13. Martingales–applications 12 14. Continuous-timerandomprocesses 18…

1. Jump-Diffusion Risk-Sensitive Asset Management Jump-Diffusion Risk-Sensitive AssetManagement Mark Davis and S´bastien LleoeDepartment of MathematicsImperial College…

1. Numerical Methods for SPDEs driven by L´evy Jump Processes: Probabilistic and Deterministic Approaches Mengdi Zheng, George Em Karniadakis (Brown University) 2015 SIAM…

1. Numerical Methods for SPDEs driven by L´evy Jump Processes: Probabilistic and Deterministic Approaches Mengdi Zheng, George Em Karniadakis (Brown University) 2015 SIAM…