Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126881 |
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
Soggetto topico |
60Axx - Foundations of probability theory [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Hxx - Stochastic analysis [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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00126881 |
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
Edizione | [Cham : Springer, 2019] |
Pubbl/distr/stampa | ix, 300 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
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] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0126881 |
ix, 300 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
Autore | Cohen, Samuel N. |
Edizione | [2. ed] |
Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
Descrizione fisica | XXIII, 666 p. ; 24 cm |
Altri autori (Persone) | Elliott, Robert J. |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113157 |
Cohen, Samuel N. | ||
New York, : Birkhäuser, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
Autore | Cohen, Samuel N. |
Edizione | [2. ed] |
Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
Descrizione fisica | XXIII, 666 p. ; 24 cm |
Altri autori (Persone) | Elliott, Robert J. |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial differential equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113157 |
Cohen, Samuel N. | ||
New York, : Birkhäuser, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
Autore | Cohen, Samuel N. |
Edizione | [2. ed] |
Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
Descrizione fisica | XXIII, 666 p. ; 24 cm |
Altri autori (Persone) | Elliott, Robert J. |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial differential equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113157 |
Cohen, Samuel N. | ||
New York, : Birkhäuser, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|