Articles liés à Backward Stochastic Differential Equations: From Linear...

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory - Couverture souple

Livre 17 sur 34: Probability Theory and Stochastic Modelling

Zhang, Jianfeng

 
9781493984329: Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

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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