Forward-backward stochastic differential equations and their applications / / Jin Ma, Jiongmin Yong |
Autore | Ma Jin <1956-> |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (284 p.) |
Disciplina | 510 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Mathematics
Finance Distribution (Probability theory) |
ISBN |
1-280-85338-7
9786610853380 3-540-48831-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNISA-996466618503316 |
Ma Jin <1956-> | ||
Berlin, Heidelberg : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Forward-backward stochastic differential equations and their applications / / Jin Ma, Jiongmin Yong |
Autore | Ma Jin <1956-> |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (284 p.) |
Disciplina | 510 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Mathematics
Finance Distribution (Probability theory) |
ISBN |
1-280-85338-7
9786610853380 3-540-48831-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNINA-9910484376303321 |
Ma Jin <1956-> | ||
Berlin, Heidelberg : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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