Frontiers in Stochastic Analysis-BSDEs, SPDEs and their Applications Edinburgh, July 2017 Selected, Revised and Extended Contributions /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Cohen, Samuel N. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Gyöngy, István (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), dos Reis, Gonҫalo (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Siska, David (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Szpruch, Łukasz (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Έκδοση: 1st ed. 2019.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 289
• Θέματα: Probabilities.; System theory.; Economics, Mathematical .; Computer mathematics.; Partial differential equations.; Calculus of variations.; 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.
• Φυσική περιγραφή: IX, 300 p. 43 illus., 11 illus. in color. online resource.
• ISBN: 9783030222857
• ISSN: 2194-1009 ;
• DOI: 10.1007/978-3-030-22285-7

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.