Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2569333665 / rank | |||
Normal rank | |||
Latest revision as of 18:23, 19 March 2024
scientific article; zbMATH DE number 6767842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering |
scientific article; zbMATH DE number 6767842 |
Statements
Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (English)
0 references
1 September 2017
0 references
survey chapter
0 references
splitting method
0 references
stochastic (partial) differential equations
0 references
risk
0 references
financial engineering
0 references
optimal control
0 references
nonlinear filtering
0 references
