Teil der Reihe: Springer Nature Proceedings excluding Computer Science

Delay and Stochastic Differential Equations

Name: Delay and Stochastic Differential Equations
Brand: Elena Braverman
SKU: 9789819573103
Price: 192.59 EUR
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Modelling in Finance, Life Sciences, and Engineering

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Inhaltsangabe

Delay and resonance: from differential equations to random walks.- Periodic solutions of a delay differential equation with a periodic multiplier.- Adaptive mesh construction for the numerical solution of stochastic differential equations with Markovian Switching.- Solution space characterisation of perturbed linear functional and integro-differential Volterra convolution equations: Cesaro limits.- Stochastic Modelling and Applications of Big Data in Finance.- Incomplete market analysis of optimal consumption and robust portfolio for the 4/2 stochastic volatility model.- Characterisation of asymptotic behaviour of perturbed deterministic and stochastic pantograph equations.

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