Dynamic Modeling with Structural Equations and Stochastic Differential Equations: Applications with the German Socio-economic Panel

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Backward Stochastic Differential Equations—The General Case

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 429 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

Moment equations and Hermite expansion f

Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models

✍ Hermann Singer 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 199 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Dynamic Risk Measures

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 266 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

Stochastic Dynamics and Hierarchy for th

Stochastic Dynamics and Hierarchy for the Boltzmann Equation with Arbitrary Differential Scattering Cross Section

✍ M. Lampis; D. Ya. Petrina 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 297 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Combined Financial and Insurance Model

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 202 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

A Method for Solving a Stochastic Differ

A Method for Solving a Stochastic Differential Equation: An Application to the Kinetic Ising Model with the External Noise

✍ Hamada, Y. 📂 Article 📅 1980 🏛 Institute of Pure and Applied Physics 🌐 English ⚖ 740 KB