Springer Proceedings in Mathematics & Statistics

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Edinburgh, July 2017 Selected, Revised and Extended Contributions

Editors: Cohen, S., Gyöngy, I., dos Reis, G., Siska, D., Szpruch, L. (Eds.)

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  • 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
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イーブック ¥15,724
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  • ISBN 978-3-030-22285-7
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ハードカバー ¥19,655
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-22284-0
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
この書籍について

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.


Table of contents (9 chapters)

Table of contents (9 chapters)
  • On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples

    Pages 1-41

    Becherer, Dirk (et al.)

  • On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient

    Pages 43-87

    Bossy, Mireille (et al.)

  • On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators

    Pages 89-107

    Briand, Philippe (et al.)

  • An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time

    Pages 109-121

    Calzolari, Antonella (et al.)

  • European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty

    Pages 123-167

    Cohen, Samuel N. (et al.)

書籍の購入

イーブック ¥15,724
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-22285-7
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: EPUB, PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥19,655
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-22284-0
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
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書誌情報

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 Cohen
  • István Gyöngy
  • Goncalo dos Reis
  • David Siska
  • Lukasz Szpruch
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
289
Copyright
2019
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
イーブック ISBN
978-3-030-22285-7
DOI
10.1007/978-3-030-22285-7
ハードカバー ISBN
978-3-030-22284-0
Series ISSN
2194-1009
Edition Number
1
Number of Pages
IX, 300
Number of Illustrations
32 b/w illustrations, 11 illustrations in colour
Topics