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

Zhang, Jianfeng

ISBN 10: 1493984322 / ISBN 13: 9781493984329

Verlag: Springer, 2018

Beschreibung

Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address.

Bestandsnummer des Verkäufers SHAK11647

Bibliografische Details

• Titel: Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling, 86)
• Verlag: Springer
• Erscheinungsjahr: 2018
• Sprache: Englisch
• ISBN-10: 1493984322
• ISBN-13: 9781493984329
• Einband: Softcover
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

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

Über die Autorin bzw. den Autor

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.