Stochastic Differential Equations and Processes

SAAP, Tunisia, October 7-9, 2010

  • Mounir Zili
  • Darya V. Filatova

Part of the Springer Proceedings in Mathematics book series (PROM, volume 7)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Ciprian A. Tudor
    Pages 141-150
  3. Wissem Jedidi, Jalel Almhana, Vartan Choulakian, Robert McGorman
    Pages 151-178
  4. Mohamed Erraoui, Youssef Ouknine
    Pages 197-209
  5. Antoine Ayache, Qidi Peng
    Pages 211-237
  6. Archil Gulisashvili, Josep Vives
    Pages 239-254
  7. Back Matter
    Pages 263-263

About these proceedings

Introduction

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.

Keywords

60HXX, 60GXX, 60FXX, 91BXX, 93BXX, 92DX Stochastic differential equations Stochastic models Stochastic processes

Editors and affiliations

  • Mounir Zili
    • 1
  • Darya V. Filatova
    • 2
  1. 1.to the Military Academies, Department of MathematicsPreparatory InstituteSousseTunisia
  2. 2.Jan Kochanowski University in KielceKielcePoland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-22368-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-22367-9
  • Online ISBN 978-3-642-22368-6
  • Series Print ISSN 2190-5614
  • Series Online ISSN 2190-5622
  • About this book