Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
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| Titolo: |
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
|
| Pubblicazione: | Cham, : Springer, 2019 |
| Titolo uniforme: | Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications |
| Descrizione fisica: | ix, 300 p. : ill. ; 24 cm |
| Soggetto topico: | 60Hxx - Stochastic analysis [MSC 2020] |
| 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] | |
| 60Axx - Foundations of probability theory [MSC 2020] | |
| 91Bxx - Mathematical economics [MSC 2020] | |
| Soggetto non controllato: | BSDEs World Symposium |
| Enlargement of filtration | |
| Filtering | |
| Forward Utility | |
| Martingale representation | |
| Mathematical Finance | |
| McKean Equations | |
| Option pricing | |
| Partial differential equations | |
| Path Dependence | |
| Quantitative Finance | |
| SPDEs | |
| Stochastic Controls | |
| Uncertainty | |
| Persona (resp. second.): | Cohen, Samuel N. |
| Titolo autorizzato: | Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0126881 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-030-22285-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer proceedings in mathematics & statistics Berlin [etc.] . -Springer ; 289