02478nam0 2200529 i 450 VAN012688120230626023033.363N978303022285720200218d2019 |0itac50 baengCH|||| |||||Frontiers in Stochastic Analysis–BSDEs, SPDEs and their ApplicationsEdinburgh, July 2017 Selected, Revised and Extended ContributionsSamuel N. Cohen …et al.] editorsChamSpringer2019ix, 300 p.ill.24 cm001VAN01025742001 Springer proceedings in mathematics & statistics210 Berlin [etc.]Springer289VAN0236777Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications173247960HxxStochastic analysis [MSC 2020]VANC019765MF60G55Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]VANC024268MF60AxxFoundations of probability theory [MSC 2020]VANC024385MF91BxxMathematical economics [MSC 2020]VANC024654MFBSDEs World SymposiumKW:KEnlargement of filtrationKW:KFilteringKW:KForward UtilityKW:KMartingale representationKW:KMathematical FinanceKW:KMcKean EquationsKW:KOption pricingKW:KPartial differential equationsKW:KPath DependenceKW:KQuantitative FinanceKW:KSPDEsKW:KStochastic ControlsKW:KUncertaintyKW:KCHChamVANL001889CohenSamuel N.VANV087292International workshop on BSDEs, SPDEs, and applications2017EdinburghVANV098296Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-22285-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0126881BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1587 08eMF1587 20200218 Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications1732479UNICAMPANIA