Hochschulschrift
Quadrature for Path-dependent Functionals of Lévy-driven Stochastic Differential Equations
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
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Kaiserslautern, Technische Universität Kaiserslautern, Diss., 2012
- Event
-
Veröffentlichung
- (where)
-
Kaiserslautern
- (who)
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Technische Universität Kaiserslautern
- (when)
-
2012
- Creator
- Contributor
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Ritter, Klaus
- URN
-
urn:nbn:de:hbz:386-kluedo-33604
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:24 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Heidenreich, Felix
- Ritter, Klaus
- Technische Universität Kaiserslautern
Time of origin
- 2012
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Distributional properties of killed exponential functionals and short-time behavior of Lévy-driven stochastic differential equations
Quadrature for path-dependent functionals of Lévy-driven stochastic differential equations
On the analysis of path-dependent functionals of stochastic PDEs
Quadrature of discontinuous SDE functionals using Malliavin integration by parts
Stochastic homogenization of degenerate integral functionals and their Euler-Lagrange equations
Path by path uniqueness for stochastic differential equations in infinite dimensions
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Contributions to path-dependent stochastic integral equations with jumps
Path regularity for stochastic differential equations in Banach spaces
Topics in stochastic differential equations and rough path theory
Stability of functional equations connected with quadrature rules
Quadrature.