Backward Stochastic Differential Equations
- From Linear to Fully Nonlinear Theory
- Indbinding:
- Paperback
- Sideantal:
- 388
- Udgivet:
- 3. august 2018
- Udgave:
- 12017
- Størrelse:
- 155x235x0 mm.
- Vægt:
- 617 g.
- Ukendt - mangler pt..
Normalpris
Abonnementspris
- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Backward Stochastic Differential Equations
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 order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
Brugerbedømmelser af Backward Stochastic Differential Equations
Giv din bedømmelse
For at bedømme denne bog, skal du være logget ind.Andre købte også..
Find lignende bøger
Bogen Backward Stochastic Differential Equations findes i følgende kategorier:
© 2024 Pling BØGER Registered company number: DK43351621