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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

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Cover of 'Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
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    Chapter 2 On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
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    Chapter 3 On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
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    Chapter 4 An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time
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    Chapter 5 European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
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    Chapter 6 Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
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    Chapter 7 BSDEs and Enlargement of Filtration
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    Chapter 8 An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example
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    Chapter 9 Path-Dependent SDEs in Hilbert Spaces
Overall attention for this book and its chapters
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About this Attention Score

  • Above-average Attention Score compared to outputs of the same age (53rd percentile)
  • Good Attention Score compared to outputs of the same age and source (75th percentile)

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