Stochastic Process:Problems and Solutions

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Sign In. Access provided by: anon Sign Out. A numerical method for financial decision problems under stochastic volatility Abstract: In many financial decision problems, such as portfolio optimization or hedging, the goal is to compute an optimal investment strategy, in order to maximize expected utility or minimize expected risk.

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Institute of One current line of research at the Institute of Probability and Statistics is based in the area of Stochastic Analysis; this includes:. Semilinear stochastic partial differential equations have a broad spectrum of applications, including natural sciences and economics. The analysis of such equations, for example existence and uniqueness theorems, stability results and numerics, requires techniques from Probability Theory and Functional Analysis.

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The solutions to semilinear stochastic partial differential equations typically evolve in an infinite dimensional Hilbert space.