1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
Autore | Carmona, René A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 713 p. : ill. ; 24 cm |
Altri autori (Persone) | Delarue, François |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Axx - Game theory [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
Soggetto non controllato |
Analysis on Wasserstein Space
Applications in Economics and Social Science Forward-Backward Stochastic Differential Equations Game Theory Master Equations Mean field games Mean-field Control Optimal Stochastic Control Partial differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124941 |
Carmona, René A. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue |
Autore | Carmona, René A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxiv, 697 p. : ill. ; 24 cm |
Altri autori (Persone) | Delarue, François |
Soggetto topico |
91Axx - Game theory [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
Soggetto non controllato |
Analysis on Wasserstein Space
Applications in Economics and Social Science Forward-Backward Stochastic Differential Equations Game Theory Master Equations Mean field games Mean-field Control Optimal Stochastic Control Partial differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124942 |
Carmona, René A. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
Autore | Chassagneux, Jean-François |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | vi, 104 p. : ill. ; 24 cm |
Altri autori (Persone) |
Chotai, Hinesh
Muûls, Mirabelle |
Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
Soggetto non controllato |
Carbon markets
Commodity prices Emissions permits Energy economics Environmental economics Environmental finance Forward-Backward Stochastic Differential Equations Parameter Estimation Pricing in carbon markets Quantitative Finance Stochastic Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124026 |
Chassagneux, Jean-François | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 |
Ma, Jin <1956- > | ||
Berlin, : Springer, 1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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