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Frontiers in stochastic analysis - B...

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Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsedited by Samuel N. Cohen ... [et al.].
Reminder of title:	Edinburgh, July 2017 : selected, revised and extended contributions /
other author:	Cohen, Samuel N.
corporate name:
Published:	Cham :Springer International Publishing :2019.
Description:	ix, 300 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Stochastic differential equationsCongresses.
Online resource:	https://doi.org/10.1007/978-3-030-22285-7
ISBN:	9783030222857$q(electronic bk.)

Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions /
Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions /[electronic resource] :edited by Samuel N. Cohen ... [et al.]. - Cham :Springer International Publishing :2019. - ix, 300 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.2892194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..

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.

ISBN: 9783030222857$q(electronic bk.)

Standard No.: 10.1007/978-3-030-22285-7doiSubjects--Topical Terms:

522753
Stochastic differential equations
--Congresses.

LC Class. No.: QA274.23 / .I58 2017

Dewey Class. No.: 519.22

Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions /
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520 $a 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.
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650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 274198
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