Trends in stochastic analysis
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Trends in stochastic analysis festschrift in honour of Heinrich von Weizsäcker

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Published by Cambridge University Press in Cambridge, UK, New York .
Written in English

Subjects:

  • Stochastic analysis

Book details:

Edition Notes

Statementedited by Jochen Blath, Peter Mörters and Michael Scheutzow.
SeriesLondon Mathematical Society lecture note series -- 353, London Mathematical Society lecture note series -- 353.
ContributionsBlath, Jochen., Mörters, Peter., Scheutzow, Michael., Von Weizsäcker, Heinrich., London Mathematical Society.
Classifications
LC ClassificationsQA274.2 .T746 2009
The Physical Object
Paginationvi, 390 p. :
Number of Pages390
ID Numbers
Open LibraryOL23913911M
ISBN 10052171821X
ISBN 109780521718219
LC Control Number2009455620

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  The book focuses on treating problems in areas that serve as a launching pad for continual book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract : Get this from a library! Real and stochastic analysis: current trends. [M M Rao;] -- This book presents the current status and research trends in stochastic analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in stochastic. TY - BOOK. T1 - Trends in Stochastic Analysis. A2 - Blath, Jochen. A2 - Morters, Peter. A2 - Scheutzow, Michael. PY - Y1 - N2 - Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new by: Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions.

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New Trends in Stochastic Analysis and Related Topics A Volume in Honour of Professor K D Elworthy 1 10/7/11 PM. There is an implicit assumption with deterministic trends that the slope of the trend is not going to change over time. On the other hand, stochastic trends can change, and the estimated growth is only assumed to be the average growth over the historical period, not necessarily the rate of . This paper gives a selective review on the recent development of nonparametric methods in continuous-time finance, particularly in the areas of nonparametric estimation of diffusion processes, nonparametric testing of parametric diffusion models, and nonparametric pricing of derivatives. Model y 1t and y 2t with stochastic trends After tting a random walk plus drift for y 1t, the residuals behave like a white noise, so y 1t is di erence-stationary. y1: random walk + drift Time y1 0 50 0 20 40 60 80 Time.