02455nam0 2200517 i 450 VAN0012380420240806100814.618N978149397256220191002d2017 |0itac50 baengUS|||| |||||Backward Stochastic Differential EquationsFrom Linear to Fully Nonlinear TheoryJianfeng ZhangNew YorkSpringer2017xv, 386 p.24 cm001VAN001038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-86VAN00235433Backward Stochastic Differential Equations156228560H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MFBackward Stochastic Differential EquationsKW:KEconomic Theory, Quantitative Economics, Mathematical MethodsKW:KGame Theory, Economics Social and Behavioral ScienceKW:KMathematical FinanceKW:KNonlinear expectationsKW:KNumerical AnalysisKW:KParabolic partial differential equationsKW:KPartial differential equationsKW:KPath Dependent Partial Differential EquationsKW:KProbability Theory and Stochastic ProcessesKW:KQuantitative FinanceKW:KSecond Order Backward Stochastic Differential EquationsKW:KStochastic ControlsKW:KStochastic differential equationsKW:KViscosity solutionsKW:KWeak FormulationKW:KUSNew YorkVANL000011ZhangJianfengVANV095260767387Springer <editore>VANV108073650ITSOL20241115RICAhttp://doi.org/10.1007/978-1-4939-7256-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00123804BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 0575 08eMF575 20191002 Backward Stochastic Differential Equations1562285UNICAMPANIA