Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics Book 1702)
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| Artikelnummer | 232066829 | Erscheinungsdatum | 2026/06/18 | Listenpreis | €17.93 | Modellnummer | 232066829 | ||
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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. Read more
| ASIN | B01KZE96G4 |
|---|---|
| XRay | Not Enabled |
| Format | Print Replica |
| ISBN13 | 978-3540488316 |
| Edition | Corrected |
| Language | English |
| File size | 4.9 MB |
| Page Flip | Not Enabled |
| Publisher | Springer |
| Word Wise | Not Enabled |
| Print length | 292 pages |
| Accessibility | Learn more |
| Publication date | April 24, 2007 |
| Enhanced typesetting | Not Enabled |
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