00698cam0-2200253 --450 991035685850332120191219095717.0091828683220191219d1993----km y0itay50 baengUSy 001yy<<The >>citizen's guide to planningby Herbert H. Smith3rd ed.Chicago ; Washington, D.CPlanners Press1993xx, 267 p.23 cmSmith,Herbert H.258376ITUNINAREICATUNIMARCBK9910356858503321D5/711618DINTRDINTRCitizen's guide to planning1569016UNINA01051nam--2200373---450 99000233915020331620210205181012.0000233915USA01000233915(ALEPH)000233915USA0100023391520050107d1985----km-y0itay0103----baengGBa|||||||001yyBusiness informationGreg SpiroLondonE. Arnold198560 p.ill.29 cm20012001001-------2001Lingua ingleseTesti per l'insegnamentoLingua ingleseManuali per corrispondenza commerciale428.24SPIRO,Greg571211ITsalbcISBD990002339150203316VII.3.D. 146(IL i II 52)22855 E.C.IL i IIBKGIUSIAV41020050107USA010942COPAT29020050519USA011208Business information1765600UNISA02897nam 2200649 450 991048437630332120210215182504.01-280-85338-797866108533803-540-48831-610.1007/978-3-540-48831-6(CKB)1000000000437310(EBL)3036621(SSID)ssj0000296736(PQKBManifestationID)11245006(PQKBTitleCode)TC0000296736(PQKBWorkID)10321813(PQKB)10430593(DE-He213)978-3-540-48831-6(MiAaPQ)EBC3036621(MiAaPQ)EBC6351725(PPN)149039212(EXLCZ)99100000000043731020210215d2007 uy 0engur|n|---|||||txtccrForward-backward stochastic differential equations and their applications /Jin Ma, Jiongmin Yong1st ed. 2007.Berlin, Heidelberg :Springer,[2007]©20071 online resource (284 p.)Lecture Notes in Mathematics ;1702Description based upon print version of record.3-540-65960-9 Includes bibliographical references (p. [259]-268) and index.Linear Equations -- Method of Optimal Control -- Four Step Scheme -- Linear, Degenerate Backward Stochastic Partial Di erential Equations -- The Method of Continuation -- FBSDEs with Reflections -- Applications of FBSDEs -- Numerical Methods for FBSDEs.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.Lecture notes in mathematics ;1702.MathematicsFinanceDistribution (Probability theory)Mathematics.Finance.Distribution (Probability theory)510Ma Jin1956-726084Yong J(Jiongmin),1958-MiAaPQMiAaPQMiAaPQBOOK9910484376303321Forward-backward stochastic differential equations and their applications2830756UNINA