Backward Stochastic Differential Equations is popular PDF and ePub book, written by Jianfeng Zhang in 2017-08-22, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Backward Stochastic Differential Equations can be Read Online from any device for your convenience.
Backward Stochastic Differential Equations Book PDF Summary
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
Detail Book of Backward Stochastic Differential Equations PDF
- Author : Jianfeng Zhang
- Release : 22 August 2017
- Publisher : Springer
- ISBN : 9781493972562
- Genre : Mathematics
- Total Page : 388 pages
- Language : English
- PDF File Size : 16,5 Mb
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