Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Download or read book Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan written by Tusheng Zhang and published by World Scientific. This book was released on 2012-07-17 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.