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Frontiers in stochastic analysis - B...

International Workshop on BSDEs, SPDEs, and Applications ((2017 :)

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Frontiers in stochastic analysis - BSDEs, SPDEs and their applications = Edinburgh, July 2017 : selected, revised and extended contributions /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Frontiers in stochastic analysis - BSDEs, SPDEs and their applications/ edited by Samuel N. Cohen ... [et al.].
Reminder of title:	Edinburgh, July 2017 : selected, revised and extended contributions /
other author:	Cohen, Samuel N.
corporate name:	International Workshop on BSDEs, SPDEs, and Applications
Published:	Cham :Springer International Publishing : : 2019.,
Description:	ix, 300 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Stochastic differential equations - Congresses. -
Online resource:	https://doi.org/10.1007/978-3-030-22285-7
ISBN:	9783030222857

Frontiers in stochastic analysis - BSDEs, SPDEs and their applications = Edinburgh, July 2017 : selected, revised and extended contributions /
Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions /[electronic resource] :edited by Samuel N. Cohen ... [et al.]. - Cham :Springer International Publishing :2019. - ix, 300 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.2892194-1009 ;. - Springer proceedings in mathematics & statistics ;v.289..

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.

ISBN: 9783030222857

Standard No.: 10.1007/978-3-030-22285-7doiSubjects--Topical Terms:

817994
Stochastic differential equations
--Congresses.

LC Class. No.: QA274.23 / .I58 2017

Dewey Class. No.: 519.22

Frontiers in stochastic analysis - BSDEs, SPDEs and their applications = Edinburgh, July 2017 : selected, revised and extended contributions /
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490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.289
520 $a 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.
650 0 $a Stochastic differential equations $v Congresses. $3 817994
650 0 $a Stochastic partial differential equations $v Congresses. $3 906735
650 1 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Systems Theory, Control. $3 893834
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Computational Mathematics and Numerical Analysis. $3 891040
650 2 4 $a Partial Differential Equations. $3 890899
650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 898674
700 1 $a Cohen, Samuel N. $3 2012841
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