Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Author :
Publisher : Springer Nature
Total Pages : 303
Release :
ISBN-10 : 9783030222857
ISBN-13 : 3030222853
Rating : 4/5 (853 Downloads)

Book Synopsis Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications by : Samuel N. Cohen

Download or read book Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications written by Samuel N. Cohen and published by Springer Nature. This book was released on 2019-08-31 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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