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Backward Stochastic Differential Equations [[electronic resource] ] : From Linear to Fully Nonlinear Theory / / by Jianfeng Zhang
| Backward Stochastic Differential Equations [[electronic resource] ] : From Linear to Fully Nonlinear Theory / / by Jianfeng Zhang |
| Autore | Zhang Jianfeng |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVI, 388 p.) |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Economics, Mathematical Game theory Partial differential equations Numerical analysis Economic theory Probability Theory and Stochastic Processes Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Partial Differential Equations Numerical Analysis Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 1-4939-7256-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- Part I The Basic Theory of SDEs and BSDEs -- Basics of Stochastic Calculus -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs -- Part II Further Theory of BSDEs -- Reflected BSDEs -- BSDEs with Quadratic Growth in Z -- Forward Backward SDEs -- Part III The Fully Nonlinear Theory of BSDEs -- Stochastic Calculus Under Weak Formulation -- Nonlinear Expectation -- Path Dependent PDEs -- Second Order BSDEs.. Bibliography -- Index. |
| Record Nr. | UNINA-9910254302803321 |
Zhang Jianfeng
|
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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
|
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| 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
|
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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