Forward-Backward Stochastic Differential Equations and their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as ba...
Κύριοι συγγραφείς: | Ma, Jin (Συγγραφέας), Yong, Jiongmin (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2007.
|
Σειρά: | Lecture Notes in Mathematics,
1702 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory /
ανά: Zhang, Jianfeng
Έκδοση: (2017) -
Simulation and Inference for Stochastic Differential Equations With R Examples /
ανά: Iacus, Stefano M.
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Stochastic Simulation and Monte Carlo Methods Mathematical Foundations of Stochastic Simulation /
ανά: Graham, Carl, κ.ά.
Έκδοση: (2013)