| 書目名稱 | Forward-Backward Stochastic Differential Equations and their Applications |
| 編輯 | Jin Ma,Jiongmin Yong |
| 視頻video | http://file.papertrans.cn/347/346639/346639.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2007 |
| 關(guān)鍵詞 | Backward Stochastic Partial Differential Equations; Black‘s Consol Rate Conjecture; Boundary value pro |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-48831-6 |
| isbn_softcover | 978-3-540-65960-0 |
| isbn_ebook | 978-3-540-48831-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2007 |
|Archiver|手機(jī)版|小黑屋|
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