Item description for Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics) by Jin Ma...
Thisvolume 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. Thevolume 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.
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Est. Packaging Dimensions: Length: 9.2" Width: 6.1" Height: 0.7" Weight: 0.95 lbs.
Release Date Mar 1, 2007
ISBN 3540659609 ISBN13 9783540659600
Availability 111 units. Availability accurate as of Jan 16, 2017 01:06.
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