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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling) - Tapa dura
Sinopsis
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.
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Acerca del autor
Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.
De la contraportada
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.
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Backward Stochastic Differential Equations
Impresión bajo demandaLibrería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles.  His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.Th. Nº de ref. del artículo: 150710804
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Backward Stochastic Differential Equations
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Springer New York Aug 2017, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
Nuevo
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 404 pp. Englisch. Nº de ref. del artículo: 9781493972548
Cantidad disponible: 2 disponibles
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Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Condición: New. In. Nº de ref. del artículo: ria9781493972548_new
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: 29532733-n
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Backward Stochastic Differential Equations (Probability Theory and Stochastic Modelling, 86)
Librería: California Books, Miami, FL, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: I-9781493972548
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Publicado por
Springer New York, Springer US, 2017
ISBN 10: 1493972545
ISBN 13: 9781493972548
Nuevo
Tapa dura
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781493972548
Cantidad disponible: 1 disponibles
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Condición: New. Nº de ref. del artículo: 29532733-n
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling)
Librería: Mispah books, Redhill, SURRE, Reino Unido
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Hardcover. Condición: New. New. book. Nº de ref. del artículo: ERICA75814939725456
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 29532733
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Backward Stochastic Differenti
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
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Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00081362402
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