Recent development in stochastic dynamics and stochastic analysis

Recent development in stochastic dynamics and stochastic analysis

by Duan, Jinqiao Luo, Shunlong Wang, Caishi

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Title Statements

  • Full title :Recent development in stochastic dynamics and stochastic analysis / editors, Jinqiao Duan, Shunlong Luo, Caishi Wang.

Edition Statements

  • Publication Date:©2010.

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Singapore
  • Language:eng
  • Publication Date:©2010.

The Physical Object

  • Description:xvi, 291 pages : : illustrations, portrait ; : 26 cm.

Edition Identifiers

  • ISBN:9789814277259, 9814277258
  • oclc:ocn558103250
  • LC Classification:QA274.2
  • Dewey Decimal:519.2/2

Table of Contents

Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- Stochastic quantifications of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- Class II semi-subgroups of the infinite dimensional rot…

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Subjects

Analyse stochastique Aufsatzsammlung Stochastic analysis Stochastische Analysis Stochastischer Prozess

Writers

Duan, Jinqiao Luo, Shunlong Wang, Caishi

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