Overview
- Pays attention to the interaction of the both research areas on backward stochastic differential equations (BSDEs) and on stochastic partial differential equations (SPDEs)
- Provides new insights and approaches
- Written by experts in the field
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 289)
Included in the following conference series:
Conference proceedings info: BSDE-SPDE 2017.
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Table of contents (9 papers)
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Front Matter
Other volumes
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Keywords
About this book
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics.
This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Editors and Affiliations
Bibliographic Information
Book Title: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Book Subtitle: Edinburgh, July 2017 Selected, Revised and Extended Contributions
Editors: Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska, Łukasz Szpruch
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-030-22285-7
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2019
Hardcover ISBN: 978-3-030-22284-0Published: 02 September 2019
Softcover ISBN: 978-3-030-22287-1Published: 02 September 2020
eBook ISBN: 978-3-030-22285-7Published: 31 August 2019
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: IX, 300
Number of Illustrations: 32 b/w illustrations, 11 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Systems Theory, Control, Quantitative Finance, Computational Mathematics and Numerical Analysis, Partial Differential Equations, Calculus of Variations and Optimal Control; Optimization