Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation /

• Κύριοι συγγραφείς: Levajković, Tijana (Συγγραφέας), Mena, Hermann (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: SpringerBriefs in Mathematics,
• Θέματα: Mathematics.; Functional analysis.; Partial differential equations.; Numerical analysis.; Calculus of variations.; Probabilities.; Probability Theory and Stochastic Processes.; Functional Analysis.; Partial Differential Equations.; Calculus of Variations and Optimal Control; Optimization.; Numerical Analysis.

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework o...