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1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
| 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.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
| 1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxv, 713 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124941 |
|
Carmona, René A.
|
||
| xxv, 713 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue
| 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 | ||
| ||
2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue
| 2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxiv, 697 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124942 |
|
Carmona, René A.
|
||
| xxiv, 697 p., : ill. ; 24 cm | ||
| 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
| 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 | ||
| ||
A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux, Jean-François |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | vi, 104 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124026 |
|
Chassagneux, Jean-François
|
||
| vi, 104 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114458 |
|
Bao, Jianhai
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XVI, 151 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114458 |
|
Bao, Jianhai
|
||
| XVI, 151 p., : ill. ; 24 cm | ||
| 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-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 |
| Edizione | [New York : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123804 |
|
Zhang, Jianfeng
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
(42)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (16)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (10)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (8)
- 91G80 - Financial applications of other theories [MSC 2020] (8)