Synopsis
D.Crisan: Introduction to the Volume.- V. Bally and E. Clément: Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations.- V. Ortiz-López and M. Sanz-Solé: A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three.- X.-M. Li: Intertwinned Diffusions Operators by Examples.- L. G. Gyurkó and T. Lyons: Effcient and practical implementations of Cubature on Wiener space.- T. Kurtz: Equivalence of Stochastic Equations and Martingale Problems.- I. Gyöngy and N.V. Krylov: Accelerated Numerical Schemes for PDEs and SPDEs.- A. Papavasilio: Coarse-Grained Modeling of Multiscale Diffusions: The p-variation Estimates.- V.N. Stanciulescu and M.V. Tretyakov: Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics.- S. Davie: Individual Path Uniqueness of Solutions of Stochastic differential equations.- V. Kolokoltsov: Stochastic Integrals and SDE Driven by Nonlinear Levy Noise.- R. Tunaru: Discrete Algorithms for Multivariate Financial Calculus.- D. Brody, L. Hughston and A. Macrina: Credit Risk, Market Sentiment, and Randomly-Timed Default.- M. Kelbert and Y. Suhov: Continuity of mutual entropy in the limiting signal-to-noise ratio regimes.
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