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Forward-Backward Stochastic Differential Equations and their Applications - Lecture Notes in Mathematics Jin Ma 1st ed. 1999. Corr. 3rd printing 2007 edition
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Forward-Backward Stochastic Differential Equations and their Applications - Lecture Notes in Mathematics
Jin Ma
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs.
278 pages, biography
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 21. juni 1999 |
| ISBN13 | 9783540659600 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 278 |
| Mål | 155 × 235 × 15 mm · 412 g |
| Språk | Engelsk |
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