Ebooks de Jie Xiong en PDF

2 Livre(s)
Télécharger le livre : An Introduction to Optimal Control of FBSDE with Incomplete Information
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An Introduction to Optimal Control of FBSDE with Incomplete Information
Guangchen Wang , Zhen Wu , Jie Xiong
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
PDF

58,01 €
Télécharger le livre : An Introduction to Stochastic Filtering Theory
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An Introduction to Stochastic Filtering Theory
Jie Xiong
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

PDF

74,23 €