1# Library to Find Best eBook for Read
Author : Stefan Geiss
Release : 2021-11-16
Genre : Mathematics
Kind : eBook
Book Rating : 358/5 ( reviews)
Book Synopsis Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs by : Stefan Geiss
Download or read book Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs written by Stefan Geiss. This book was released on 2021-11-16. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Author : Stefan Geiss (Mathematician)
Release : 2021
Genre : Besov spaces
Kind : eBook
Book Rating : 517/5 ( reviews)
Book Synopsis Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs by : Stefan Geiss (Mathematician)
Download or read book Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs written by Stefan Geiss (Mathematician). This book was released on 2021. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philipp Grohs
Release : 2023-04-07
Genre : Mathematics
Kind : eBook
Book Rating : 32X/5 ( reviews)
Book Synopsis A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations by : Philipp Grohs
Download or read book A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations written by Philipp Grohs. This book was released on 2023-04-07. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Author : N El Karoui
Release : 1997-01-17
Genre : Mathematics
Kind : eBook
Book Rating : 339/5 ( reviews)
Book Synopsis Backward Stochastic Differential Equations by : N El Karoui
Download or read book Backward Stochastic Differential Equations written by N El Karoui. This book was released on 1997-01-17. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Author : Vladimir Igorevich Bogachev
Release : 2010-07-21
Genre : Mathematics
Kind : eBook
Book Rating : 93X/5 ( reviews)
Book Synopsis Differentiable Measures and the Malliavin Calculus by : Vladimir Igorevich Bogachev
Download or read book Differentiable Measures and the Malliavin Calculus written by Vladimir Igorevich Bogachev. This book was released on 2010-07-21. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.
