TY - BOOK ID - 77943996 TI - Stochastic analysis and applications to finance : essays in honour of Jia-an Yan AU - Zhang, Tusheng AU - Zhou, Xun Yu. PY - 2012 SN - 9814383589 9789814383585 9814383570 9789814383578 PB - Singapore ; Hackensack, NJ : World Scientific, DB - UniCat KW - Stochastic analysis. KW - Stochastic processes. KW - Stochastic systems. KW - Systems, Stochastic KW - Stochastic processes KW - System analysis KW - Random processes KW - Probabilities KW - Analysis, Stochastic KW - Mathematical analysis KW - Stochastic analysis KW - Stochastic systems KW - E-books UR - https://www.unicat.be/uniCat?func=search&query=sysid:77943996 AB - 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 t ER -