Del 289 i serien Springer Proceedings in Mathematics & Statistics

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Edinburgh, July 2017 Selected, Revised and Extended Contributions

Häftad, Engelska, 2020

AvSamuel N. Cohen,István Gyöngy,Gonҫalo dos Reis,David Siska,Łukasz Szpruch

2 369 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

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.

Produktinformation

Utgivningsdatum2020-09-02
Mått155 x 235 x 16 mm
Vikt541 g
FormatHäftad
SpråkEngelska
SerieSpringer Proceedings in Mathematics & Statistics
Antal sidor300
FörlagSpringer Nature Switzerland AG
ISBN9783030222871

Tillhör följande kategorier

Preface.- Dirk Becherer, Martin Büttner, Klebert Kentia, On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples.- Mireille Bossy, Jean-Franҫois Jabir, On the wellposedness of some McKean models with moderated or singular diffusion coefficient.- Philippe Briand, Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators.- Antonella Calzolari, Barbara Torti, An example of martingale representation in progressive enlargement by an accessible random time.- Samuel N. Cohen, Martin Tegner, European option pricing with stochastic volatility models under parameter uncertainty.- Nicole El Karoui, Caroline Hillairet, Mohamed Mrad, Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve modeling.- Monique Jeanblanc, Dongli Wu, BSDEs and enlargement of filtration.- Gonҫcalo dos Reis, Greig Smith, An unbiased Itô type stochastic representation for transport PDEs: A toy example.- Mauro Rosestolato, Path-dependent SDEs in Hilbert spaces.