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Memoirs of My Research on Stochastic Analysis | p. 1 |
Itô Calculus and Quantum White Noise Calculus | p. 7 |
Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality | p. 53 |
Theory and Applications of Infinite Dimensional Oscillatory Integrals | p. 73 |
Ambit Processes; with Applications to Turbulence and Tumour Growth | p. 93 |
A Stochastic Control Approach to a Robust Utility Maximization Problem | p. 125 |
Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions | p. 153 |
Hedging with Options in Models with Jumps | p. 197 |
Power Variation Analysis of Some Integral Long-Memory Processes | p. 219 |
Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise | p. 235 |
Stochastic Integrals and Adjoint Derivatives | p. 265 |
An Application of Probability to Nonlinear Analysis | p. 309 |
The Space of Stochastic Differential Equations | p. 327 |
Extremes of supOU Processes | p. 339 |
Gaussian Bridges | p. 361 |
Some of the Recent Topics on Stochastic Analysis | p. 383 |
Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2 | p. 399 |
On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths | p. 415 |
Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios | p. 435 |
Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion | p. 461 |
Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model | p. 493 |
Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras | p. 501 |
The Invariant Distribution of a Diffusion: Some New Aspects | p. 515 |
Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics | p. 527 |
G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type | p. 541 |
Perpetual Integral Functionals of Diffusions and their Numerical Computations | p. 569 |
Chaos Expansions and Malliavin Calculus for Lévy Processes | p. 595 |
Study of Simple but Challenging Diffusion Equation | p. 613 |
Itô Calculus and Malliavin Calculus | p. 623 |
The Malliavin Calculus for Processes with Conditionally Independent Increments | p. 641 |
Table of Contents provided by Publisher. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.