Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487): Difference between revisions
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Revision as of 14:24, 15 February 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 |
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Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (English)
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1 September 2017
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survey chapter
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splitting method
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stochastic (partial) differential equations
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risk
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financial engineering
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optimal control
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nonlinear filtering
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