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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| 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]
| 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 | ||
| ||