Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

by Jianfeng Zhang and zhang

Book Overview

Provides a systematic study from linear equations to fully nonlinear equations

Includes up-to-date developments in the field

A powerful and convenient tool for financial engineering and stochastic optimization

Accessible to graduate students and junior researchers

• Format: Hardcover
• Language: English
• ISBN: 1493972545
• ISBN13: 9781493972548
• Release Date: August 2017
• Publisher: Springer
• Length: 388 Pages
• Weight: 1.63 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"