A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.Essays in Honour of Jia-an Yan Tusheng Zhang Xunyu Zhou ... Exponential Martingales and Spectral Bounds of Non-local Feynman-Kac Semigroups Zhen- Qing Chen* Department of Mathematics University of Washington Seattle, WA 98195, anbsp;...
Title | : | Stochastic Analysis and Applications to Finance |
Author | : | Tusheng Zhang |
Publisher | : | World Scientific - 2012 |
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