Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487)
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scientific article; zbMATH DE number 6767842
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| 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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0.8970836
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0.8926599
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0.88069344
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0.8699914
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0.8695525
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0.86839813
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0.86694705
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