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Forward-Backward Stochastic Differential Equations and their Applications

af Jiongmin Yong, Jin Ma

indgår i Lecture Notes in Mathematics serien

Forward-Backward Stochastic Differential Equations and their Applications af Jiongmin Yong
Bag om Forward-Backward Stochastic Differential Equations and their Applications

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540659600
  • Indbinding:
  • Paperback
  • Sideantal:
  • 278
  • Udgivet:
  • 21. Juni 1999
  • Udgave:
  • 1199932007
  • Størrelse:
  • 234x156x15 mm.
  • Vægt:
  • 910 g.
  • 8-11 hverdage.
  • 4. Oktober 2024
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This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs.

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