2 résultat(s)
Télécharger le livre : An Introduction to Optimal Control of FBSDE with Incomplete Information
Guangchen Wang , Zhen Wu , Jie Xiong
An Introduction to Optimal Control of FBSDE with Incomplete Information
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.  ?Lots of interesting...
Editeur : Springer
Parution : 2018-05-16
Collection : SpringerBriefs in Mathematics
Format(s) : PDF
58,01 €
Téléchargement immédiat
Dès validation de votre commande
Télécharger le livre : An Introduction to Stochastic Filtering Theory
Jie Xiong
An Introduction to Stochastic Filtering Theory
Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic,Stochastic Filtering Theory has progressed rapidly in...
Editeur : OUP Oxford
Parution : 2008-04-17

Format(s) : PDF
72,98 €
Téléchargement immédiat
Dès validation de votre commande