[PDF.46he] Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-An Yan (Volume 13)

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-An Yan (Volume 13)

[PDF.hb07] Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-An Yan (Volume 13)

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 |  2012-07-17 |  2012-07-17 | Original language:English |  9.75 x1.05 x6.50l, | File type: PDF | 464 pages

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||From the Inside Flap|This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this excit

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal s...

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