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2022 (11)

2021 (10)

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Book
Mathematical control theory for stochastic partial differential equations
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ISBN: 3030823318 303082330X Year: 2021 Publisher: Cham, Switzerland : Springer,

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Book
Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
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ISBN: 981193830X 9811938318 Year: 2022 Publisher: Singapore : Springer,

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Multi
Parameter Estimation in Stochastic Volatility Models
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ISBN: 9783031038617 9783031038600 9783031038624 9783031038631 Year: 2022 Publisher: Cham Springer International Publishing :Imprint: Springer

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This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.


Book
Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019
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ISBN: 3030874311 303087432X Year: 2022 Publisher: Cham, Switzerland : Springer International Publishing,


Book
Numerical mathematics and advanced applications, ENUMATH 2019 : European Conference, Egmond aan Zee, The Netherlands, September 30 - October 4
Authors: ---
ISBN: 3030558746 3030558738 Year: 2021 Publisher: Cham, Switzerland : Springer,


Book
The virtual element method and its applications
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ISBN: 3030953181 303095319X Year: 2022 Publisher: Cham : Springer,

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The purpose of this book is to present the current state of the art of the Virtual Element Method (VEM) by collecting contributions from many of the most active researchers in this field and covering a broad range of topics: from the mathematical foundation to real life computational applications. The presents recent advances in theoretical and computational aspects of VEMs, discussing the generality of the meshes suitable to the VEM, the implementation of the VEM for linear and nonlinear PDEs, and the construction of discrete hessian complexes.


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Book
Sparse grids and applications - Munich 2018
Authors: --- ---
ISBN: 3030813614 3030813622 Year: 2021 Publisher: Cham, Switzerland : Springer,

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