Pierre-Louis Lions's Books

Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

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Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

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366

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Springer

Published Date

ISBN 10

3642146619

ISBN 13

9783642146619

Stochastic Differential Systems, Stochastic Control Theory and Applications

Proceedings of a Workshop, held at IMA, June 9-19, 1986

By: Wendell Fleming,Pierre-Louis Lions

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Stochastic Differential Systems, Stochastic Control Theory and Applications

Proceedings of a Workshop, held at IMA, June 9-19, 1986

By: Wendell Fleming,Pierre-Louis Lions

This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.

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601

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Springer Science & Business Media

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ISBN 10

1461387620

ISBN 13

9781461387626

Paris-Princeton Lectures on Mathematical Finance 2004

By: René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin

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Paris-Princeton Lectures on Mathematical Finance 2004

By: René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

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256

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Springer

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ISBN 10

3540733272

ISBN 13

9783540733270

Book's by Pierre-Louis Lions

Paris-Princeton Lectures on Mathematical Finance 2010

Paris-Princeton Lectures on Mathematical Finance 2010

Stochastic Differential Systems, Stochastic Control Theory and Applications

Stochastic Differential Systems, Stochastic Control Theory and Applications

Paris-Princeton Lectures on Mathematical Finance 2004

Paris-Princeton Lectures on Mathematical Finance 2004

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