Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions (1st ed. 2019) (Springer Proceedings in Mathematics & Statistics #289)
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- Synopsis
- 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.
- Copyright:
- 2019
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783030222857
- Related ISBNs:
- 9783030222840
- Publisher:
- Springer International Publishing
- Date of Addition:
- 09/03/19
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Science, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Samuel N. Cohen
- Edited by:
- István Gyöngy
- Edited by:
- Gonҫalo dos Reis
- Edited by:
- David Siska
- Edited by:
- Łukasz Szpruch
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- by Samuel N. Cohen
- by István Gyöngy
- by Gonҫalo Dos Reis
- by David Siska
- by Łukasz Szpruch
- in Nonfiction
- in Science
- in Mathematics and Statistics