Stochastic Analysis and Applications to Finance Essays in Honour of Jia-an Yan

1. Non-linear evolution equations driven by rough paths / Thomas Cass, Zhongmin Qian and Jan Tudor -- 2. Optimal stopping times with different information levels and with time uncertainty / Arijit Chakrabarty and Xin Guo -- 3. Finite horizon optimal investment and consumption with CARA utility and proportional transaction costs / Yingshan Chen, Min Dai and Kun Zhao -- 4. Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups / Zhen-Qing Chen -- 5. Continuous-time mean-variance portfolio selection with finite transactions / Xiangyu Cui, Jianjun Gao and Duan Li -- 6. Quantifying model uncertainties in the space of probability measures / J. Duan, T. Gao and G. He -- 7. A PDE approach to multivariate risk theory / Robert J. Elliott, Tak Kuen Siu and Hailiang Yang -- 8. Stochastic analysis on loop groups / Shizan Fang -- 9. Existence and stability of measure solutions for BSDE with generators of quadratic growth / Alexander Fromm, Peter Imkeller and Jianing Zhang -- 10. Convex capital requirements for large portfolios / Hans Föllmer and Thomas Knispel -- 11. The mixed equilibrium of insider trading in the market with rational expected price / Fuzhou Gong and Hong Liu -- 12. Some results on backward stochastic differential equations driven by fractional Brownian motions / Yaozhong Hu, Daniel Ocone and Jian Song -- 13. Potential theory of subordinate Brownian motions revisited / Panki Kim, Renming Song and Zoran Vondraček -- 14. Research on social causes of the financial crisis / Steven Kou -- 15. Wick formulas and inequalities for the quaternion Gaussian and [symbol] permanental variables / Wenbo V. Li and Ang Wei -- 16. Further study on web Markov skeleton processes / Yuting Liu, Zhi-Ming Ma and Chuan Zhou -- 17. MLE of parameters in the drifted Brownian motion and its error / Lemee Nakamura and Weian Zheng -- 18. Optimal partial information control of SPDEs with delay and time advanced backward SPDEs / Bernt Øksendal, Agnès Sulem and Tusheng Zhang -- 19. Simulation of diversified portfolios in continuous financial markets / Eckhard Platen and Renata Rendek -- 20. Coupling and applications / Feng-Yu Wang -- 21. SDEs and a generalised Burgers equation / Jiang-Lun Wu and Wei Yang -- 22. Mean-variance hedging in the discontinuous case / Jianming Xia