| 期刊全称 | Backward Stochastic Differential Equations | | 期刊简称 | From Linear to Fully | | 影响因子2023 | Jianfeng Zhang | | 视频video | | | 发行地址 | 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 | | 学科分类 | Probability Theory and Stochastic Modelling | | 图书封面 |  | | 影响因子 | .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.. | | Pindex | Textbook 2017 |
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发表于 2025-3-21 17:12:05
