Buch, Englisch, 300 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 692 g
Edinburgh, July 2017 Selected, Revised and Extended Contributions
Buch, Englisch, 300 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 692 g
Reihe: Springer Proceedings in Mathematics & Statistics
ISBN: 978-3-030-22284-0
Verlag: Springer
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.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Optimierung
- Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Mathematik Interdisziplinär Systemtheorie
