Springer Proceedings in Mathematics

Stochastic Differential Equations and Processes

SAAP, Tunisia, October 7-9, 2010

Editors: Zili, Mounir, Filatova, Darya V. (Eds.)

  • Peer reviewed
  • Reference for researches in applied probability, stochastic numerical and theoretical analysis and statistics
  • Useful for graduate students
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About this book

Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume.

The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili.

The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.

As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students.

To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.

Table of contents (8 chapters)

  • Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods

    Schurz, Henri

    Pages 1-139

  • Kernel Density Estimation and Local Time

    Tudor, Ciprian A.

    Pages 141-150

  • General Shot Noise Processes and Functional Convergence to Stable Processes

    Jedidi, Wissem (et al.)

    Pages 151-178

  • The Lower Classes of the Sub-Fractional Brownian Motion

    El-Nouty, Charles

    Pages 179-196

  • On the Bounded Variation of the Flow of Stochastic Differential Equation

    Erraoui, Mohamed (et al.)

    Pages 197-209

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-22368-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA in USD
  • ISBN 978-3-642-22367-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA in USD
  • ISBN 978-3-642-27095-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Differential Equations and Processes
Book Subtitle
SAAP, Tunisia, October 7-9, 2010
Editors
  • Mounir Zili
  • Darya V. Filatova
Series Title
Springer Proceedings in Mathematics
Series Volume
7
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-22368-6
DOI
10.1007/978-3-642-22368-6
Hardcover ISBN
978-3-642-22367-9
Softcover ISBN
978-3-642-27095-6
Series ISSN
2190-5614
Edition Number
1
Number of Pages
XII, 264
Topics