Stochastic analysis and applications to finance : essays in honour of Jia-an Yan /

Weitere Verfasser: “… Zhang, Tusheng, 1963- …”
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Stochastic analysis and applications to finance : essays in honour of Jia-an Yan /

Weitere Verfasser: “… Zhang, Tusheng, 1963- …”
Volltext öffnen

Stochastic calculus for fractional Brownian motion and applications von Biagini, Francesca 1973-, Hu, Yaozhong, Øksendal, Bernt K. 1945-, Zhang, Tusheng 1963-

Characterization of white noise test function space (S) von Zhang, Tusheng 1963-

Approximation of arbitrary Dirichlet processes by Markov chains von Ma, Zhiming, Röckner, Michael 1956-, Zhang, Tusheng 1963-

Asymptotic properties of additive functionals of Brownian motion von Takeda, Masayoshi, Zhang, Tusheng 1963-

Stochastic calculus for fractional Brownian motion and applications von Biagini, Francesca 1973-, Hu, Yaozhong, Øksendal, Bernt K. 1945-, Zhang, Tusheng 1963-

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Probabilistic representations and hyperbound estimates for semigroups von Röckner, Michael 1956-, Zhang, Tusheng 1963-

Convergence of operator semigroups generated by elliptic operators von Röckner, Michael 1956-, Zhang, Tusheng 1963-

Martingale decomposition of Dirichlet processes on the Banach space C 0 [0,1] von Lyons, T. J., Röckner, Michael 1956-, Zhang, Tusheng 1963-

The stochastic Volterra equation von Øksendal, Bernt K. 1945-, Zhang, Tusheng 1963-