Forward Backward Stochastic Differential Equations and their Applications is popular PDF and ePub book, written by Jin Ma in 2007-04-24, 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, Forward Backward Stochastic Differential Equations and their Applications can be Read Online from any device for your convenience.
Forward Backward Stochastic Differential Equations and their Applications Book PDF Summary
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
Detail Book of Forward Backward Stochastic Differential Equations and their Applications PDF
- Author : Jin Ma
- Release : 24 April 2007
- Publisher : Springer
- ISBN : 9783540488316
- Genre : Mathematics
- Total Page : 285 pages
- Language : English
- PDF File Size : 13,7 Mb
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