Frontiers in stochastic analysis - BSDEs, SPDEs and their applications : Edinburgh, July 2017 : selected, revised and extended contributions /: Edinburgh, July 2017 : selected, revised and extended contributions. ([2019])

• Record Type: Book
• Further Information: Note: Samuel N. Cohen, István Gyöngy, Gonçalo dos Reis, David Siska, Łukasz Szpruch, editors.
• Editors: Cohen, Samuel N; Gyöngy, István; Reis, Gonçalo dos, 1980-; Siska, David; Szpruch, Łukasz
• Other Names: International Workshop on BSDEs, SPDEs, and Applications
• Contents: Preface.- Dirk Becherer, Martin Büttner, Klebert Kentia, On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples.- Mireille Bossy, Jean-Franҫois Jabir, On the wellposedness of some McKean models with moderated or singular diffusion coefficient.- Philippe Briand, Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators.- Antonella Calzolari, Barbara Torti, An example of martingale representation in progressive enlargement by an accessible random time.- Samuel N. Cohen, Martin Tegner, European option pricing with stochastic volatility models under parameter uncertainty.- Nicole El Karoui, Caroline Hillairet, Mohamed Mrad, Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve modeling.- Monique Jeanblanc, Dongli Wu, BSDEs and enlargement of filtration.- Gonҫcalo dos Reis, Greig Smith, An unbiased Itô type stochastic representation for transport PDEs: A toy example.- Mauro Rosestolato, Path-dependent SDEs in Hilbert spaces.
• Publisher Details: Cham : Springer
• Publication Date: 2019
• Copyright Date: 2019
• Extent: 1 online resource, illustrations (some color)
• Subjects: 519.2/2; Stochastic differential equations -- Congresses; Stochastic partial differential equations -- Congresses; Conference papers and proceedings; Electronic books
• Languages: English
• ISBNs: 9783030222857; 3030222853
• Related ISBNs: 9783030222840
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed September 17, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.