List of Lectures

Jiro Akahori

Stochastic Volatility Models of Quadratic Volterra Gaussian Type

Guangyue Han

Introduction to Information Theory

Yaozhong Hu

Drift Parameter Estimator in Linear and Nonlinear Stochastic Differential Equation Driven by Fractional Brownian Motions

Davar Khoshnevisan

Global Solutions to Reaction-Diffusion Equations with Superlinear Drift and Multiplicative Noise

Arturo Kohatsu-Higa

IBP for Stopped Processes

Jin Ma

Time Consistent Conditional Expectation under Probability Distortion

Kihun Nam

Fixed Point Formulation for Backward SDEs and their Generalizations

Lluís Quer-Sardanyons

Existence of Density for the Stochastic Wave Equation with Space-time Homogeneous Noise

Xiaoming Song

Probability Density of Lognormal Fractional SABR Model

Samy Tindel

Discrete Rough Paths and Limit Theorems

Ciprian Tudor

Correlation Structure and Quadratic Variations of the Solution to the Wave Equation

Tai-Ho Wang

Target Volatility Option Pricing in Lognormal Fractional SABR Model

Jing Wu

Limit Theorems for Multivalued Stochastic Differential Equations

Panqiu Xia

Joint Holder Continuity of the Solutions to a Class of SPDEs Arising from Multi-dimensional Superprocesses in the Random Environment

George Yuan

The Dynamics of Stochastic Incentive Effect for “U” Shape Theory for SMEs Under Bigdata Framework

Jianfeng Zhang

A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs

Xicheng Zhang

Dirichlet Problem for Supercritical Non-local Operators




Last updated: Jun 29, 2018