Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which en...
41:54 国际基础科学大会-Localizing solutions of the Einstein equations-Richard Schoen 1:01:57 国际基础科学大会-The Amplituhedron-Jaroslav Trnka 56:35 国际基础科学大会-Brumer--Stark Conjecture and ETNC-Mahesh Kakde 59:26 国际基础科学大会-On the $p$-adic local Langlands correspondence-Pierre Colme...
Problems and Solutions in Mathematical Finance Volume 1 Stochastic Calculus 英文无水印pdf pdf使用FoxitReader和PDF-XChangeViewer测试可以打开 本人上传的pdf,如果原pdf有水印或书签不正常,本人都会删除水印和修正书签,是全网最好版本 Mathematical Finance Stochastic Calculus2017-01-16 上传大小:4.00MB ...
Problems and solutions in introductory and advanced matrix calculus As an extensive collection of problems with detailed solutions in introductory and advanced matrix calculus, this self-contained book is ideal for both gra... WH Steeb - 《World Scientific》 被引量: 33发表: 2015年 Calculus: Practi...
GN Milshtein - 《Mathematics & Computers in Simulation》 被引量: 35发表: 1995年 On output functionals of boundary value problems on stochastic domains We consider the computation of output functionals of random solutions to elliptic boundary value problems in domains with random boundary perturbations...
Kushner, H. J. (1965): "On Stochastic Extremum Problems: Calculus," Journal of Math- ematical Analysis and Applications, 10(2), 354-367.On Stochastic Extremum Problems: Calculus - Kushner - 1965 () Citation Context ... IntroductionsNon Linear-Quadratic (LQ) models are often used in stud...
A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic ...
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions In R. Buckdahn, Li, Peng [6], the authors obtained mean-field backward stochastic Differential equations (BSDEs) in a natural way as a limit of some highly... Q Wei,J Yong,Z Yu - EDP Scienc...
Generalized Solutions in Optimal Stochastic Control, Generalized solutions in calculus of variations were introduced many years ago by L. C. Young. By doing so, he obtained solutions in some wider sense to pr... Fleming, W. H 被引量: 133发表: 1976年 Sliding-mode Design for Robust Linear ...
Uniqueness in Law for Stochastic Boundary Value Problems - Capietto, Priola () Citation Context ...oneering works [3,19] for the existence and uniqueness of solutions, the study of Markov’s property [6,19], and the numerical approximations of [16,25,28], as well as the recent and ...