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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Cohen, Samuel N. (Editor, http://id.loc.gov/vocabulary/relators/edt), Gyöngy, István (Editor, http://id.loc.gov/vocabulary/relators/edt), dos Reis, Gonҫalo (Editor, http://id.loc.gov/vocabulary/relators/edt), Siska, David (Editor, http://id.loc.gov/vocabulary/relators/edt), Szpruch, Łukasz (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: Springer Proceedings in Mathematics & Statistics, 289
• Subjects: 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.

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 differen...