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On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven;

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Backward Stochastic Differential Equations and BMO martingales

This book consists of four chapters. In first chapter there is a short review of theory of Backward Stochastic Differential Equations;

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Backward Stochastic Differential Equations

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations;

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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

of Infinite Dimensional Stochastic Differential Equations with Applications makes up-to-date material in this important field accessible even to;

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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

of Infinite Dimensional Stochastic Differential Equations with Applications makes up-to-date material in this important field accessible even to;

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Markov Processes, Feller Semigroups And Evolution Equations

and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed;

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Statistical Methods for Stochastic Differential Equations

. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and;

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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations;

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Effective Dynamics of Stochastic Partial Differential Equations

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast;

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Financial Modeling

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management;

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to;

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Advances In Deterministic And Stochastic Analysis

This volume collects articles in pure and applied analysis, partial differential equations, geometric analysis and stochastic and infinite;

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Stochastic Partial Differential Equations

sections on the Levy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson;

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Portfolio Optimization with Different Information Flow

stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical;

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Stochastic Integration with Jumps

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;

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Stochastic Integration with Jumps

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;

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Parameterizing Manifolds and Non-Markovian Reduced Equations

of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type;

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Stochastic Differential Equations And Applications

/>Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and;

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New Trends In Stochastic Analysis And Related Topics

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic;

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Almost Periodic Stochastic Processes

of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that;

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Stochastic Partial Differential Equations

As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet;

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Three Classes Of Nonlinear Stochastic Partial Differential Equations

transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This;

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Differential Equations & Applications, Volume 5

-Scholes Partial Differential Equation; Optimality and Duality for Multiobjective Fractional Programming with Generalised Invexity; Markovian;

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Encyclopedia of Mathematics and its Applications

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous;

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Mathematical Control Theory for Stochastic Partial Differential Equations

global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution;

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Stochastic Cauchy Problems in Infinite Dimensions

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for;

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Applied Stochastic Differential Equations

estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also;

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