This HTML5 document contains 39 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
n20http://linked.opendata.cz/ontology/domain/vavai/riv/typAkce/
dctermshttp://purl.org/dc/terms/
n11http://purl.org/net/nknouf/ns/bibtex#
n17http://localhost/temp/predkladatel/
n8http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F68407700%3A21340%2F10%3A00176600%21RIV11-MSM-21340___/
n21http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n14http://linked.opendata.cz/ontology/domain/vavai/
n15http://linked.opendata.cz/resource/domain/vavai/zamer/
n13https://schema.org/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n7http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n18http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n16http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n12http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n6http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n9http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F68407700%3A21340%2F10%3A00176600%21RIV11-MSM-21340___
rdf:type
n14:Vysledek skos:Concept
dcterms:description
In this article, we introduce the concept of Backward Stochastic Differential Equations (BSDE), provide fundamental theorems of existence and uniqueness of the solution for some essential cases and we show by example its important connections to financial mathematics. Finally, we focus on vast applications of BSDE to stochastic control via Pontryagin's maximum principle. In this article, we introduce the concept of Backward Stochastic Differential Equations (BSDE), provide fundamental theorems of existence and uniqueness of the solution for some essential cases and we show by example its important connections to financial mathematics. Finally, we focus on vast applications of BSDE to stochastic control via Pontryagin's maximum principle.
dcterms:title
Backward Stochastic Differential Equations and its Application to Stochastic Control Backward Stochastic Differential Equations and its Application to Stochastic Control
skos:prefLabel
Backward Stochastic Differential Equations and its Application to Stochastic Control Backward Stochastic Differential Equations and its Application to Stochastic Control
skos:notation
RIV/68407700:21340/10:00176600!RIV11-MSM-21340___
n3:aktivita
n16:Z
n3:aktivity
Z(MSM6840770039)
n3:dodaniDat
n9:2011
n3:domaciTvurceVysledku
n21:3431576
n3:druhVysledku
n6:D
n3:duvernostUdaju
n18:S
n3:entitaPredkladatele
n8:predkladatel
n3:idSjednocenehoVysledku
248341
n3:idVysledku
RIV/68407700:21340/10:00176600
n3:jazykVysledku
n10:eng
n3:klicovaSlova
backward stochastic differential equations; stochastic control; stochastic maximum principle
n3:klicoveSlovo
n7:stochastic%20control n7:stochastic%20maximum%20principle n7:backward%20stochastic%20differential%20equations
n3:kontrolniKodProRIV
[65E696573B26]
n3:mistoKonaniAkce
Praha
n3:mistoVydani
Praha
n3:nazevZdroje
Doktorandské dny 2010
n3:obor
n12:BA
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:rokUplatneniVysledku
n9:2010
n3:tvurceVysledku
Veverka, Petr
n3:typAkce
n20:CST
n3:zahajeniAkce
2010-11-19+01:00
n3:zamer
n15:MSM6840770039
s:numberOfPages
10
n11:hasPublisher
Česká technika - nakladatelství ČVUT
n13:isbn
978-80-01-04644-9
n17:organizacniJednotka
21340