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 opt.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 differentia
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