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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang
| Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
| Autore | Zhang, Jianfeng |
| Pubbl/distr/stampa | New York, : Springer, 2017 |
| Descrizione fisica | xv, 386 p. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Differential Equations
Economic Theory, Quantitative Economics, Mathematical Methods Game Theory, Economics Social and Behavioral Science Mathematical Finance Nonlinear expectations Numerical Analysis Parabolic partial differential equations Partial differential equations Path Dependent Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance Second Order Backward Stochastic Differential Equations Stochastic Controls Stochastic differential equations Viscosity solutions Weak Formulation |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123804 |
Zhang, Jianfeng
|
||
| New York, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang
| Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
| Autore | Zhang, Jianfeng |
| Pubbl/distr/stampa | New York, : Springer, 2017 |
| Descrizione fisica | xv, 386 p. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Differential Equations
Economic Theory, Quantitative Economics, Mathematical Methods Game Theory, Economics Social and Behavioral Science Mathematical Finance Nonlinear expectations Numerical Analysis Parabolic partial differential equations Partial differential equations Path Dependent Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance Second Order Backward Stochastic Differential Equations Stochastic Controls Stochastic differential equations Viscosity solutions Weak Formulation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123804 |
|
Zhang, Jianfeng
|
||
| New York, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng |
| Autore | Peng, Shige |
| Pubbl/distr/stampa | Berlin, : Springer, 2019 |
| Descrizione fisica | xiii, 212 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 39-XX - Difference and functional equations [MSC 2020] |
| Soggetto non controllato |
Central Limit Theorem
G-Brownian motion G-martingale G-martingale representation theorem G-normal distribution Independence and identical distribution under uncertainty Law of large numbers Mathematical statistics Maximal distribution Nonlinear Feynman-Kac formula Nonlinear expectations Probability Theory Quadratic variation process of G-Brownian motion Quantitative Finance Stochastic Analysis Stochastic differential equations driven by G-Brownian motion Stochastic integral of G-Brownian motion Uncertainty of probabilities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126605 |
|
Peng, Shige
|
||
| Berlin, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng |
| Autore | Peng, Shige |
| Pubbl/distr/stampa | Berlin, : Springer, 2019 |
| Descrizione fisica | xiii, 212 p. ; 24 cm |
| Soggetto topico |
39-XX - Difference and functional equations [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Central Limit Theorem
G-Brownian motion G-martingale G-martingale representation theorem G-normal distribution Independence and identical distribution under uncertainty Law of large numbers Mathematical statistics Maximal distribution Nonlinear Feynman-Kac formula Nonlinear expectations Probability Theory Quadratic variation process of G-Brownian motion Quantitative Finance Stochastic Analysis Stochastic differential equations driven by G-Brownian motion Stochastic integral of G-Brownian motion Uncertainty of probabilities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126605 |
|
Peng, Shige
|
||
| Berlin, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||