Articles liés à Backward Stochastic Differential Equations
Synopsis
Provides a systematic study from linear equations to fully nonlinear equations
Includes up-to-date developments in the field
A powerful and convenient tool for financial engineering and stochastic optimization
Accessible to graduate students and junior researchers
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À propos de l?auteur
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.
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Backward Stochastic Differential Equations
Edité par
Springer New York, 2017
ISBN 10 : 1493972545
ISBN 13 : 9781493972548
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 150710804
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Backward Stochastic Differential Equations
Edité par
Springer New York Aug 2017, 2017
ISBN 10 : 1493972545
ISBN 13 : 9781493972548
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9781493972548
Quantité disponible : 2 disponible(s)
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Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9781493972548_new
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Backward Stochastic Differential Equations
Edité par
Springer New York, Springer US Aug 2017, 2017
ISBN 10 : 1493972545
ISBN 13 : 9781493972548
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 404 pp. Englisch. N° de réf. du vendeur 9781493972548
Quantité disponible : 2 disponible(s)
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 29532733-n
Quantité disponible : Plus de 20 disponibles
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Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9781493972548
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Edité par
Springer New York, Springer US, 2017
ISBN 10 : 1493972545
ISBN 13 : 9781493972548
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9781493972548
Quantité disponible : 1 disponible(s)
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 29532733-n
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling)
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Hardcover. Etat : New. New. book. N° de réf. du vendeur ERICA75814939725456
Quantité disponible : 1 disponible(s)
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Edité par
Springer, 2017
ISBN 10 : 1493972545
ISBN 13 : 9781493972548
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 29532733
Quantité disponible : Plus de 20 disponibles