Recent Advances in Backward Stochastic Riccati Equations and their Applications

Zitieren

Dateien zu dieser Ressource

Prüfsumme: MD5:5bb7e1d57522babc356477249d6f9a01

KOHLMANN, Michael, Shanjian TANG, 2000. Recent Advances in Backward Stochastic Riccati Equations and their Applications

@techreport{Kohlmann2000Recen-748, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Recent Advances in Backward Stochastic Riccati Equations and their Applications}, year={2000}, number={2000/30}, author={Kohlmann, Michael and Tang, Shanjian} }

<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/748"> <dc:contributor>Kohlmann, Michael</dc:contributor> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/748/1/dp00_30.pdf"/> <dc:language>eng</dc:language> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dcterms:abstract xml:lang="eng">The following backward stochastic Riccati differential equation (BSRDE in short) is motivated, and is then studied. Some properties are presented. The existence and uniqueness of a global adapted solution to a BSRDE has been open for the case D i 6= 0 for more than two decades. Our recent results on this topic are summarized. Finally, applications are addressed, both in finance and control.</dcterms:abstract> <dc:creator>Kohlmann, Michael</dc:creator> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/748/1/dp00_30.pdf"/> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/748"/> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:44Z</dcterms:available> <dc:format>application/pdf</dc:format> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:44Z</dc:date> <dcterms:title>Recent Advances in Backward Stochastic Riccati Equations and their Applications</dcterms:title> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dcterms:issued>2000</dcterms:issued> <dc:contributor>Tang, Shanjian</dc:contributor> <dc:creator>Tang, Shanjian</dc:creator> <dc:rights>deposit-license</dc:rights> </rdf:Description> </rdf:RDF>

Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

dp00_30.pdf 26

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto