Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch11
{"title":"Introduction to the study of unidimensional Itô diffusions","authors":"","doi":"10.1002/9781119166092.ch11","DOIUrl":"https://doi.org/10.1002/9781119166092.ch11","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117187869","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch10
{"title":"Study of some functionals","authors":"","doi":"10.1002/9781119166092.ch10","DOIUrl":"https://doi.org/10.1002/9781119166092.ch10","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128632667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch13
B. D’Auria
{"title":"Girsanov's theorem","authors":"B. D’Auria","doi":"10.1002/9781119166092.ch13","DOIUrl":"https://doi.org/10.1002/9781119166092.ch13","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"52 3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123401508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch12
{"title":"Some biological and financial applications","authors":"","doi":"10.1002/9781119166092.ch12","DOIUrl":"https://doi.org/10.1002/9781119166092.ch12","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130372529","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch3
{"title":"An informal introduction to stochastic differential equations","authors":"","doi":"10.1002/9781119166092.ch3","DOIUrl":"https://doi.org/10.1002/9781119166092.ch3","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"112 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127978506","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch14
{"title":"Options and the Black-Scholes formula","authors":"","doi":"10.1002/9781119166092.ch14","DOIUrl":"https://doi.org/10.1002/9781119166092.ch14","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123368947","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1007/978-981-13-3801-4_2
H. Kunita
{"title":"Stochastic integrals","authors":"H. Kunita","doi":"10.1007/978-981-13-3801-4_2","DOIUrl":"https://doi.org/10.1007/978-981-13-3801-4_2","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"89 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131998410","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch2
{"title":"Revision of probability and stochastic processes","authors":"","doi":"10.1002/9781119166092.ch2","DOIUrl":"https://doi.org/10.1002/9781119166092.ch2","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128504352","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.ch8
{"title":"Study of geometric Brownian motion (the stochastic Malthusian model or Black-Scholes model)","authors":"","doi":"10.1002/9781119166092.ch8","DOIUrl":"https://doi.org/10.1002/9781119166092.ch8","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115692587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-05-11DOI: 10.1002/9781119166092.index
{"title":"Index","authors":"","doi":"10.1002/9781119166092.index","DOIUrl":"https://doi.org/10.1002/9781119166092.index","url":null,"abstract":"","PeriodicalId":202262,"journal":{"name":"Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134481288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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