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Forward-Backward Stochastic Differential Equations and their Applications: 1702 (Lecture Notes in Mathematics, 1702) - Softcover
Synopsis
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
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From the Back Cover
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)
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Forward-Backward Stochastic Differential Equations and their Applications. (Lecture Notes in Mathematics, 1702(.
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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)
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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)
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Berlin, Heidelberg: Springer-Verlag, 1999
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Broschiert Broschiert. Condition: Sehr gut. Corrected 2nd printing. XIII, 270 Seiten, Lecture Notes in Mathematics, Band 1702. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 418. Seller Inventory # 493326
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Forward-Backward Stochastic Differential Equations and Their Applications
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the Four Step Scheme , and the method of continuation are presented i. Seller Inventory # 4897446
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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)
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Forward-Backward Stochastic Differential Equations and Their Applications
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