Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Zhang, Jianfeng
- 出版商: Springer
- 出版日期: 2018-08-03
- 售價: $2,440
- 貴賓價: 9.5 折 $2,318
- 語言: 英文
- 頁數: 388
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1493984322
- ISBN-13: 9781493984329
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相關主題
商品描述
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 optimization
Accessible to graduate students and junior researchers
作者簡介
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.
