Provides a systematic study from linear equations to fully nonlinear equations
Includes up-to-date developments in the field
A powerful and convenient tool for financial engineering and stochastic optimization
Accessible to graduate students and junior researchers
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. Softcover reprint of the original 1st ed. 2017 edition NO-PA16APR2015-KAP. N° de réf. du vendeur 26376463662
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. N° de réf. du vendeur 369614577
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Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 7f78aaae053d8f70af72c38bd485a58a
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. N° de réf. du vendeur 18376463652
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. 404 pp. Englisch. N° de réf. du vendeur 9781493984329
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Vendeur : moluna, Greven, Allemagne
Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles.  His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.Th. N° de réf. du vendeur 447957976
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Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Paperback. Etat : New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book. N° de réf. du vendeur ERICA77314939843226
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Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. reprint edition. 404 pages. 9.25x6.10x0.87 inches. In Stock. N° de réf. du vendeur __1493984322
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Provides a systematic study from linear equations to fully nonlinear equationsIncludes up-to-date developments in the fieldA powerful and convenient tool for financial engineering and stochastic optimizationAccessible to graduate students and junior researchersSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch. N° de réf. du vendeur 9781493984329
Quantité disponible : 1 disponible(s)
Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Backward Stochastic Differential Equations | From Linear to Fully Nonlinear Theory | Jianfeng Zhang | Taschenbuch | Probability Theory and Stochastic Modelling | xvi | Englisch | 2018 | Humana | EAN 9781493984329 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 115376588
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