-
Local time of a diffusion in a stable Lévy environment
International audience -
Stochastic expansion for the diffusion processes and applications to option p...
This thesis deals with the approximation of the expectation of a functional (possibly depending on the whole path) applied to a diffusion process (possibly... -
Mathematical Aspects of Financial Market Models with Transaction Costs
Financial markets play a prevailing role in the economy. The future legislation development in the field of globalfinance will unavoidably lead to friction to prevent...
