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Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory /

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second...

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Main Author: Zhang, Jianfeng. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Probability Theory and Stochastic Modelling, 86
Subjects:
Probabilities.
Economics, Mathematical .
Game theory.
Partial differential equations.
Numerical analysis.
Economic theory.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Partial Differential Equations.
Numerical Analysis.
Economic Theory/Quantitative Economics/Mathematical Methods.
Online Access:https://doi.org/10.1007/978-1-4939-7256-2

Internet

https://doi.org/10.1007/978-1-4939-7256-2

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