Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan

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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 ...

Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan 2012, World Scientific Publishing Company

ISBN-13: 9789814383578

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