Items related to Backward Stochastic Differential Equations: From Linear...
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86) - Hardcover
Synopsis
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
"synopsis" may belong to another edition of this title.
About the Author
Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.
From the Back Cover
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2017
- ISBN 10 1493972545
- ISBN 13 9781493972548
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages404
Search results for Backward Stochastic Differential Equations: From Linear...
Seller Image
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 29532733-n
Quantity: Over 20 available
Stock Image
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling)
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Hardcover. Condition: New. New. book. Seller Inventory # ERICA75814939725456
Quantity: 1 available
Stock Image
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781493972548_new
Quantity: Over 20 available
Seller Image
Backward Stochastic Differential Equations
Published by
Springer New York Aug 2017, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. 404 pp. Englisch. Seller Inventory # 9781493972548
Quantity: 2 available
Seller Image
Backward Stochastic Differential Equations
Print on DemandSeller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles.  His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.Th. Seller Inventory # 150710804
Quantity: Over 20 available
Seller Image
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 29532733
Quantity: Over 20 available
Seller Image
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 29532733-n
Quantity: Over 20 available
Stock Image
Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781493972548
Quantity: Over 20 available
Seller Image
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Published by
Springer New York, Springer US, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
New
Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. Seller Inventory # 9781493972548
Quantity: 1 available
Stock Image
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Published by
Springer-Verlag New York Inc., 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
New
Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 831. Seller Inventory # C9781493972548
Quantity: Over 20 available