Bookbot

Backward Stochastic Differential Equations

From Linear to Fully Nonlinear Theory

Parámetros

Páginas
404 páginas
Tiempo de lectura
15 horas

Más información sobre el libro

The book offers a comprehensive exploration of stochastic differential equations and their interrelations with backward stochastic differential equations and partial differential equations. It delves into advanced topics such as nonlinear expectation and second order backward stochastic differential equations, while also addressing the fully nonlinear theory. Additionally, it includes applications, numerical algorithms, and numerous exercises to reinforce understanding, making it a valuable resource for both students and practitioners in the field.

Publicación

Compra de libros

Backward Stochastic Differential Equations, Jianfeng Zhang

Idioma
Publicado en
2017
product-detail.submit-box.info.binding
(Tapa dura)
Te avisaremos por correo electrónico en cuanto lo localicemos.

Métodos de pago

Nadie lo ha calificado todavía.Añadir reseña