Artículos relacionados a Backward Stochastic Differential Equations: From Linear...
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling) - Tapa dura
Sinopsis
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.
De la contraportada
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 87,38
EUR 7,65 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envío
Resultados de la búsqueda para Backward Stochastic Differential Equations: From Linear...
Imagen de archivo
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: Best Price, Torrance, CA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. SUPER FAST SHIPPING. Nº de ref. del artículo: 9781493972548
Cantidad disponible: 1 disponibles
Imagen del vendedor
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 29532733-n
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: ABLIING23Mar2716030187644
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Backward Stochastic Differenti
Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00081362402
Cantidad disponible: 1 disponibles
Imagen de archivo
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: California Books, Miami, FL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: I-9781493972548
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 29532733
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9781493972548_new
Gastos de envío:
EUR 13,76
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 29532733-n
Gastos de envío:
EUR 17,23
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Backward Stochastic Differential Equations
Publicado por
Springer New York Aug 2017, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
Nuevo
Tapa dura
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. 404 pp. Englisch. Nº de ref. del artículo: 9781493972548
Gastos de envío:
EUR 23,00
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 2 disponibles
Imagen de archivo
Backward Stochastic Differential Equations (Hardcover)
Publicado por
Springer-Verlag New York Inc., New York, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
Nuevo
Tapa dura
Original o primera edición
Librería: Grand Eagle Retail, Mason, OH, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: new. Hardcover. This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9781493972548
Cantidad disponible: 1 disponibles