Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang

• Autore: Zhang, Jianfeng
• Pubblicazione: New York, : Springer, 2017
• Titolo uniforme: Backward Stochastic Differential Equations
• Descrizione fisica: xv, 386 p. ; 24 cm
• Soggetto topico: 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
• Soggetto non controllato: Backward Stochastic Differential Equations; Economic Theory, Quantitative Economics, Mathematical Methods; Game Theory, Economics Social and Behavioral Science; Mathematical Finance; Nonlinear expectations; Numerical Analysis; Parabolic partial differential equations; Partial differential equations; Path Dependent Partial Differential Equations; Probability Theory and Stochastic Processes; Quantitative Finance; Second Order Backward Stochastic Differential Equations; Stochastic Controls; Stochastic differential equations; Viscosity solutions; Weak Formulation
• Titolo autorizzato: Backward Stochastic Differential Equations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0123804
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-1-4939-7256-2
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer ; 86