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Titlebook: Stochastic Analysis, Filtering, and Stochastic Optimization; A Commemorative Volu George Yin,Thaleia Zariphopoulou Book 2022 The Editor(s)

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發(fā)表于 2025-3-21 16:51:54 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Stochastic Analysis, Filtering, and Stochastic Optimization
副標題A Commemorative Volu
編輯George Yin,Thaleia Zariphopoulou
視頻videohttp://file.papertrans.cn/878/877845/877845.mp4
概述Consists of contributions from leading experts in these fields, former colleagues, graduate students, graduate advisor, and research associates of Professor Davis.Compiles a body of research to honor
圖書封面Titlebook: Stochastic Analysis, Filtering, and Stochastic Optimization; A Commemorative Volu George Yin,Thaleia Zariphopoulou Book 2022 The Editor(s)
描述.This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.?.
出版日期Book 2022
關(guān)鍵詞Piecewise deterministic processes; Pathwise stochastic calculus; Martingale methods; Impulse and singul
版次1
doihttps://doi.org/10.1007/978-3-030-98519-6
isbn_softcover978-3-030-98521-9
isbn_ebook978-3-030-98519-6
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
The information of publication is updating

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Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality,mposed through the new notion of “closeness to Pareto optimality”—is shown to be sufficient for existence and uniqueness. Central role in our analysis is played by a fully-coupled nonlinear system of quadratic BSDEs.
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https://doi.org/10.1007/978-3-030-98519-6Piecewise deterministic processes; Pathwise stochastic calculus; Martingale methods; Impulse and singul
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George Yin,Thaleia ZariphopoulouConsists of contributions from leading experts in these fields, former colleagues, graduate students, graduate advisor, and research associates of Professor Davis.Compiles a body of research to honor
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Tomasz R. Bielecki,Tao Chen,Igor Cialencoovercome this central nervous system typical lack of functional regeneration, a combined neurotrophic and antiinhibitory treatment is applied..After complete unilateral sectioning of the auditory nerve in adult rats a combination of the Nogo-A inhibitor IN-1 and the neurotrophic factor NT-3 is admin
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