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Forwardbackward Stochastic Differential Equations And Their Applications Corrected Jin Ma

SKU: BELL-984482

$ 31.00 ~~$ 45.00~~ (-31%)

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Forwardbackward Stochastic Differential Equations And Their Applications Corrected Jin Ma instant download after payment.

Publisher: Springer

File Extension: PDF

File size: 9.94 MB

Pages: 281

Author: Jin Ma, Jiongmin Yong

ISBN: 9783540659600, 3540659609

Language: English

Year: 2007

Edition: Corrected

Product desciption

Forwardbackward Stochastic Differential Equations And Their Applications Corrected Jin Ma by Jin Ma, Jiongmin Yong 9783540659600, 3540659609 instant download after payment.

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.