Stochastic Analysis And Applications To Finance

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.

Year

2012

Language

English

Series

Interdisciplinary Mathematical Sciences (Book 13)

Publisher

WSPC

Editions

4

Pages

450

ISBN

9789814383578

Data source: Wikidata