Tous les ebooks de Jie Xiong en PDF


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Télécharger le livre :  An Introduction to Optimal Control of FBSDE with Incomplete Information
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An Introduction to Optimal Control of FBSDE with Incomplete Information


Guangchen Wang , Zhen Wu , Jie Xiong


This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.  ?Lots of interesting...

Parution : 2018-05-16
Format(s) : PDF
Éditeur : Springer
J'achète
58,01
Télécharger le livre :  An Introduction to Stochastic Filtering Theory
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An Introduction to Stochastic Filtering Theory


Jie Xiong


Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic,Stochastic Filtering Theory has progressed rapidly in...

Parution : 2008-04-17
Format(s) : PDF
Éditeur : OUP Oxford
J'achète
74,23

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