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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Hardcover
Series: Probability Theory and Stochastic Modelling, Book 86
General MathematicsProbability & Statistics
ISBN13: 9781493972548
Publisher: Springer Nature
Published: Aug 22 2017
Pages: 388
Weight: 1.63
Height: 0.94 Width: 6.14 Depth: 9.21
Language: English
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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