Format:
Online-Ressource
,
v.: digital
Edition:
Online-Ausg. Springer eBook Collection. Mathematics and Statistics Electronic reproduction; Available via World Wide Web
ISBN:
9783034800976
Series Statement:
Progress in Probability 65
Content:
Shuenn-Jyi Sheu
Content:
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Note:
Includes bibliographical references
,
Stochastic Analysis with Financial Applications; Contents; Preface; List of Speakers; Part I Stochastic Analysis; Part II Financial Applications
,
Electronic reproduction; Available via World Wide Web
Additional Edition:
ISBN 9783034800969
Language:
English
Subjects:
Mathematics
Keywords:
Stochastische Analysis
;
Konferenzschrift
DOI:
10.1007/978-3-0348-0097-6
URL:
Volltext
(lizenzpflichtig)
