Articles liés à Backward Stochastic Differential Equations: From Linear...
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory - Couverture souple
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
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. Softcover reprint of the original 1st ed. 2017 edition NO-PA16APR2015-KAP. N° de réf. du vendeur 26376463662
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Backward Stochastic Differential Equations
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-10863
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. N° de réf. du vendeur 369614577
Quantité disponible : 1 disponible(s)
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. N° de réf. du vendeur 18376463652
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Backward Stochastic Differential Equations
Edité par
Springer New York, 2018
ISBN 10 : 1493984322
ISBN 13 : 9781493984329
Neuf
Couverture souple
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 447957976
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Backward Stochastic Differential Equations
Edité par
Springer New York Aug 2018, 2018
ISBN 10 : 1493984322
ISBN 13 : 9781493984329
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781493984329
Quantité disponible : 2 disponible(s)
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Backward Stochastic Differential Equations
Edité par
Springer New York, Springer US Aug 2018, 2018
ISBN 10 : 1493984322
ISBN 13 : 9781493984329
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781493984329
Quantité disponible : 2 disponible(s)
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Edité par
Springer New York, Springer US, 2018
ISBN 10 : 1493984322
ISBN 13 : 9781493984329
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781493984329
Quantité disponible : 1 disponible(s)
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Paperback. Etat : New. New. book. N° de réf. du vendeur ERICA77314939843226
Quantité disponible : 1 disponible(s)
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. reprint edition. 404 pages. 9.25x6.10x0.87 inches. In Stock. N° de réf. du vendeur __1493984322
Quantité disponible : 1 disponible(s)