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1. |
Record Nr. |
UNINA9910484376303321 |
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Autore |
Ma Jin <1956-> |
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Titolo |
Forward-backward stochastic differential equations and their applications / / Jin Ma, Jiongmin Yong |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer, , [2007] |
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©2007 |
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ISBN |
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1-280-85338-7 |
9786610853380 |
3-540-48831-6 |
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Edizione |
[1st ed. 2007.] |
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Descrizione fisica |
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1 online resource (284 p.) |
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Collana |
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Lecture Notes in Mathematics ; ; 1702 |
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Disciplina |
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Soggetti |
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Mathematics |
Finance |
Distribution (Probability theory) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [259]-268) and index. |
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Nota di contenuto |
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Linear Equations -- Method of Optimal Control -- Four Step Scheme -- Linear, Degenerate Backward Stochastic Partial Di erential Equations -- The Method of Continuation -- FBSDEs with Reflections -- Applications of FBSDEs -- Numerical Methods for FBSDEs. |
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Sommario/riassunto |
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This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields. |
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2. |
Record Nr. |
UNINA9910147182303321 |
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Titolo |
Immunization newsletter / / Pan American Health Organization |
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Pubbl/distr/stampa |
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Washington, D.C., : Pan American Health Organization, Regional Office of the World Health Organization, Immunization Unit |
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ISSN |
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Soggetti |
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Vaccination - America |
Communicable Disease Control - Americas |
Communicable Diseases - epidemiology - Americas |
Immunization - Americas |
Immunization |
Communicable Disease Control |
Communicable Diseases - epidemiology |
Vaccination - Amérique |
Immunisation |
Vaccination |
Periodical |
Periodicals. |
Americas |
Amérique |
America |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Periodico |
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Note generali |
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Refereed/Peer-reviewed |
Title from caption on title screen. |
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