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This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory.It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.
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Subjects
Stochastic processes, Stochastic analysis, Mathematical finance, Mathematical statistics, Probabilities, Markov processes, Markov chain, Random variables, Measure theory, Risk measre, optimal stopping, Stochastic differential equations, Stochastic control, Functional inequalities, Global analysis (mathematics), Finance, Distribution (probability theory), Stochastic systemsShowing 3 featured editions. View all 3 editions?
Edition | Availability |
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1
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
2012, World Scientific Publishing Co Pte Ltd
in English
1299672418 9781299672413
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2
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan
2012, World Scientific Publishing Co Pte Ltd
in English
9814383589 9789814383585
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WorldCat
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3
Stochastic Analysis And Applications To Finance: Essays in Honour of Jia-an Yan
September 7, 2012, WSPC, World Scientific Publishing Company
Hardcover
in English
- First edition
9814383570 9789814383578
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Feedback?December 21, 2022 | Edited by MARC Bot | import existing book |
August 3, 2020 | Edited by ImportBot | import existing book |
July 25, 2020 | Edited by Kaustubh Chakraborty | Added new book |
July 25, 2020 | Created by Kaustubh Chakraborty | Added new book. |