Share
forward-backward stochastic differential equations and their applications
Ma,Yong (Author)
·
springer publishing map
· Physical Book
forward-backward stochastic differential equations and their applications - ma,yong
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Tuesday, June 18 and
Thursday, July 04.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "forward-backward stochastic differential equations and their applications"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
✓ Producto agregado correctamente al carro, Ir a Pagar.