SØG - mellem flere end 8 millioner bøger:
Viser: Backward Stochastic Differential Equations - From Linear to Fully Nonlinear Theory
Backward Stochastic Differential Equations Vital Source e-bog
Jianfeng Zhang
(2017)
Backward Stochastic Differential Equations Vital Source e-bog
Jianfeng Zhang
(2017)
Backward Stochastic Differential Equations Vital Source e-bog
Jianfeng Zhang
(2017)
Backward Stochastic Differential Equations
From Linear to Fully Nonlinear Theory
Jianfeng Zhang
(2017)
Sprog: Engelsk
Detaljer om varen
- Vital Source searchable e-book (Reflowable pages)
- Udgiver: Springer Nature (August 2017)
- ISBN: 9781493972562
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Vital Source 180 day rentals (dynamic pages)
- Udgiver: Springer Nature (August 2017)
- ISBN: 9781493972562R180
Bookshelf online: 180 dage fra købsdato.
Bookshelf appen: 180 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Vital Source 90 day rentals (dynamic pages)
- Udgiver: Springer Nature (August 2017)
- ISBN: 9781493972562R90
Online udgaven er tilgængelig: 90 dage fra købsdato.
Offline udgaven er tilgængelig: 90 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Hardback
- Udgiver: Springer New York (August 2017)
- ISBN: 9781493972548
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
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.