Titlebook: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE; Nizar Touzi Book 2013 Springer Science+Business Media New York 2

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書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE被引頻次




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Backward SDEs and Stochastic Control,ramework of the previous chapters and the corresponding PDEs will be obtained under a specific construction. From this viewpoint, BSDEs can be viewed as the counterpart of PDEs in the non-Markov framework.

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1069-5273 .Approaches quadratic backward stochastic differential equatThis book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming

欄桿

Introduction to Finite Differences Methods,t most 3 spatial dimensions. One of their merits is to be quite simple and easy to implement. Also, as shown in the previous chapter, they can also be combined with Monte Carlo methods to solve nonlinear parabolic PDEs.

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Nizar Touzinty.Includes supplementary material: As a branch of mathematics that studies the behavior of random, fuzzy and rough events, uncertainty theory is the generic name of probability theory, credibility theory, and trust theory. The main purpose of this book is to provide axiomatic foundations of uncert

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Nizar Touziry material: Water is the most important element for a life. Scientists have been doing thorough investigations on the properties of water while engineers have - ploited water in various industrial processes that aim at better optimization of the quality of industrial products. The knowledge of the