Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Author :
Publisher : American Mathematical Society
Total Pages : 112
Release :
ISBN-10 : 9781470449353
ISBN-13 : 1470449358
Rating : 4/5 (358 Downloads)

Book Synopsis Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs by : Stefan Geiss

Download or read book Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs written by Stefan Geiss and published by American Mathematical Society. This book was released on 2021-11-16 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.


Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs Related Books

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Language: en
Pages: 112
Authors: Stefan Geiss
Categories: Mathematics
Type: BOOK - Published: 2021-11-16 - Publisher: American Mathematical Society

GET EBOOK

View the abstract.
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
Language: en
Pages: 106
Authors: Philipp Grohs
Categories: Mathematics
Type: BOOK - Published: 2023-04-07 - Publisher: American Mathematical Society

GET EBOOK

View the abstract.
Backward Stochastic Differential Equations
Language: en
Pages: 236
Authors: N El Karoui
Categories: Mathematics
Type: BOOK - Published: 1997-01-17 - Publisher: CRC Press

GET EBOOK

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th
Differentiable Measures and the Malliavin Calculus
Language: en
Pages: 506
Authors: Vladimir Igorevich Bogachev
Categories: Mathematics
Type: BOOK - Published: 2010-07-21 - Publisher: American Mathematical Soc.

GET EBOOK

This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini
Foundations of Computational Mathematics
Language: en
Pages: 418
Authors: Ronald A. DeVore
Categories: Mathematics
Type: BOOK - Published: 2001-05-17 - Publisher: Cambridge University Press

GET EBOOK

Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.