Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)

Zhang, Jianfeng

ISBN 10: 1493984322 / ISBN 13: 9781493984329

Edité par Springer, 2018

A propos de cet article

Softcover reprint of the original 1st ed. 2017 edition NO-PA16APR2015-KAP.

N° de réf. du vendeur 26376463662

Détails bibliographiques

• Titre: Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
• Éditeur: Springer
• Date de parution: 2018
• Langue: anglais
• ISBN à 10 chiffres: 1493984322
• ISBN à 13 chiffres: 9781493984329
• Reliure: Couverture souple
• État de l'article: New

A propos de ce titre

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

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.