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Forward-Backward Stochastic Differential Equations and their Applications [Risorsa elettronica] / by Jin Ma, Jiongmin Yong
| Forward-Backward Stochastic Differential Equations and their Applications [Risorsa elettronica] / by Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin |
| Pubbl/distr/stampa | Berlin ; Heidelberg : Springer, 2007 |
| Altri autori (Persone) | Yong, Jiongmin |
| Collana | Lecture Notes in Mathematics |
| ISBN | 9783540488316 |
| Formato | Risorse elettroniche  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009247160403321 |
Ma, Jin
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| Berlin ; Heidelberg : Springer, 2007 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. Federico II | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin |
| Pubbl/distr/stampa | Berlin [etc.] : Springer, c1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm. |
| Disciplina | 519.2 |
| Altri autori (Persone) | Yong, Jiongmin |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Processo stocastico
Equazioni differenziali |
| ISBN | 3-540-65960-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNIBAS-000012451 |
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Ma, Jin
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| Berlin [etc.] : Springer, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. della Basilicata | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin |
| Pubbl/distr/stampa | Berlino : Springer-Verlag, copyr. 1999 |
| Descrizione fisica | XIII, 270 p. : ill. ; 23 cm |
| Disciplina | 51535 |
| Collana | Lecture notes in mathematics |
| Soggetto non controllato | equazioni differenziali |
| ISBN | 3-540-65960-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000214790203316 |
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Ma, Jin
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| Berlino : Springer-Verlag, copyr. 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Partial Differential Equations
Black's Consol Rate Conjecture Boundary Value Problems Forward-Backward Stochastic Differential Equations Four Step Scheme Nodal Solutions Partial differential equations Quantitative Finance |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054455 |
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Ma, Jin <1956- >
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Partial Differential Equations
Black's Consol Rate Conjecture Boundary Value Problems Forward-Backward Stochastic Differential Equations Four Step Scheme Nodal Solutions Partial Differential Equations Quantitative Finance |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00054455 |
|
Ma, Jin <1956- >
|
||
| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Edizione | [Berlin : Springer, 1999] |
| Descrizione fisica | Pubblicazione disponibile anche in formato elettronico |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 8-3-540-65960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054455 |
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Ma, Jin <1956- >
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||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin |
| Pubbl/distr/stampa | Berlin : Springer, c1999 |
| Descrizione fisica | xiii, 270 p. ; 25 cm |
| Disciplina | 519.5 |
| Collana | Lecture Notes in Mathematics |
| Soggetto non controllato | Analisi stocastica |
| ISBN | 3-540-65960-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990001438830403321 |
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Ma, Jin
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| Berlin : Springer, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Optimal Control Theory for Infinite Dimensional Systems / Xunjing Li, Jiongmin Yong
| Optimal Control Theory for Infinite Dimensional Systems / Xunjing Li, Jiongmin Yong |
| Autore | Li, Xunjing |
| Pubbl/distr/stampa | Boston [etc.], : Birkhäuser, 1995 |
| Descrizione fisica | xii, 448 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49K20 - Optimality conditions for problems involving partial differential equations [MSC 2020] 49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 93B05 - Controllability [MSC 2020] 93B52 - Feedback control [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Equations Finite Functions Optimization Proofs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00293785 |
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Li, Xunjing
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| Boston [etc.], : Birkhäuser, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic control : hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou
| Stochastic control : hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou |
| Autore | Yong, Jiongmin |
| Pubbl/distr/stampa | New York : Springer Verlag, 1999 |
| Descrizione fisica | xx, 438 p. ; 24 cm |
| Disciplina | 519.5 |
| Altri autori (Persone) | Zhou, Xun Yu |
| Collana | Applications of mathematics |
| Soggetto non controllato |
Probabilità
Processi stocastici |
| ISBN | 0-387-98723-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990003914810403321 |
|
Yong, Jiongmin
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||
| New York : Springer Verlag, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic controls : Hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou
| Stochastic controls : Hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou |
| Autore | Yong, Jiongmin |
| Pubbl/distr/stampa | New York : Springer, c1999 |
| Descrizione fisica | xx, 438 p. ; 25 cm |
| Disciplina | 629.8 |
| Collana | Applications of mathematics |
| Soggetto non controllato |
Sistemi stocastici e teoria del controllo
Controllo ottimale stocastico Equazioni di hamilton - Jacobi |
| ISBN | 0-387-98723-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990001235940403321 |
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Yong, Jiongmin
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| New York : Springer, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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