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Více informací o knize On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

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Anotace knihy

Diploma Thesis from the year 2011 in the subject Mathematics - Stochastics, grade: 1,0, Humboldt-University of Berlin (Mathematik), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven by a Brownian Motion and a random measure. We derive existence and uniqueness results for bounded solutions to such BSDEs when the generator posses a certain monotonicity property instead of the usual global Lipschitz condition. Starting with results in the case of finite activity, considering generators of difference type and showing a comparison theorem, allows us to advance to the case of infinite activity.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity
• Autor: Martin Büttner
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 78
• EAN: 9783668233072
• ISBN: 3668233071
• ID: 13818537
• Nakladatelství: Grin Publishing
• Hmotnost: 113 g
• Rozměry: 210 × 148 × 5 mm
• Datum vydání: 11. August 2016

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