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Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 82-101
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- March 2015
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6 - Stochastic methods in economics and finance
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- Complexity Science
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- 05 June 2014
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- 21 November 2013, pp 316-386
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J - Bogolyubov chains, generating functionals and Fock-space calculus
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- Nonlinear Markov Processes and Kinetic Equations
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- 05 July 2014
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- 15 July 2010, pp 352-355
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Preface
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- 15 July 2010, pp ix-xiii
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Contents
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- 15 July 2010, pp v-viii
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7 - Generators of Lévy–Khintchine type
- from Part II - Nonlinear Markov processes and semigroups
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- 15 July 2010, pp 175-187
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F - Variational derivatives
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- 15 July 2010, pp 338-343
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Index
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Nonlinear Markov Processes and Kinetic Equations
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H - A combinatorial lemma
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- 15 July 2010, pp 347-349
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5 - Unbounded coefficients
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- 15 July 2010, pp 131-144
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8 - Smoothness with respect to initial data
- from Part II - Nonlinear Markov processes and semigroups
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- 15 July 2010, pp 188-222
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E - Pseudo-differential operator notation
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10 - The dynamic central limit theorem
- from Part III - Applications to interacting particles
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- 15 July 2010, pp 252-274
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Part I - Tools from Markov process theory
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- 15 July 2010, pp 41-42
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9 - The dynamic law of large numbers
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- 15 July 2010, pp 225-251
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K - Infinite-dimensional Riccati equations
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A - Distances on measures
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- 15 July 2010, pp 319-324
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I - Approximation of infinite-dimensional functions
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4 - Analytical constructions
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- 15 July 2010, pp 102-130
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