Catalog > Sciences > Math > Jin Ma & Jiongmin Yong: Forward-Backward Stochastic Differential Equations and their Applications (PDF)

Jin Ma & Jiongmin Yong
Forward-Backward Stochastic Differential Equations and their Applications [PDF ebook]

Support

Cover of Jin Ma & Jiongmin Yong: Forward-Backward Stochastic Differential Equations and their Applications (PDF)

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 backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

€70.63

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● ISBN 9783540488316 ● Publisher Springer Berlin Heidelberg ● Published 2007 ● Downloadable 3 times ● Currency EUR ● ID 6376982 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Jin Ma Jiongmin Yong

48,763 Ebooks in this category

Cover of Ahmed I. (DePaul University, Chicago, Illinois, USA) Zayed: Fractional Integral Transforms

Ahmed I. (DePaul University, Chicago, Illinois, USA) Zayed: Fractional Integral Transforms

Fractional Integral Transforms: Theory and Applications presents over twenty-five integral transforms, many of which have never before been collected in one single volume. Some transforms are classic …

Cover of Andrei D. Polyanin & Valentin F. (Russian State Pedagogical University, St. Petersburg) Zaitsev: Handbook of Ordinary Differential Equations

Andrei D. Polyanin & Valentin F. (Russian State Pedagogical University, St. Petersburg) Zaitsev: Handbook of Ordinary Differential Equations

The Handbook of Ordinary Differential Equations: Exact Solutions, Methods, and Problems, is an exceptional and complete reference for scientists and engineers as it contains over 7, 000 ordinary diff …

Cover of David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

Cybersecurity Analytics is for the cybersecurity student and professional who wants to learn data science techniques critical for tackling cybersecurity challenges, and for the data science student a …

Cover of Luis Gerardo de la Fraga & Omar Guillen-Fernandez: Optimization of Integer/Fractional Order Chaotic Systems by Metaheuristics and their Electronic Realization

Luis Gerardo de la Fraga & Omar Guillen-Fernandez: Optimization of Integer/Fractional Order Chaotic Systems by Metaheuristics and their Electronic Realization

Mathematicians have devised different chaotic systems that are modeled by integer or fractional-order differential equations, and whose mathematical models can generate chaos or hyperchaos. The …

Cover of Bart K. (Associate Professor of Biostatistics and Epidemiology, New Jersey Medical School) Holland: What Are the Chances?

Bart K. (Associate Professor of Biostatistics and Epidemiology, New Jersey Medical School) Holland: What Are the Chances?

An “enjoyable [and] painlessly instructive” guide to probability, full of examples drawn from daily life and history (The Skeptic). Our lives are governed by chance. But what, exactly, is chance? In …

Cover of Clifford (Professor Emeritus of Physics, State University of New York) Swartz: Back-of-the-Envelope Physics

Clifford (Professor Emeritus of Physics, State University of New York) Swartz: Back-of-the-Envelope Physics

From an award-winning teacher, “a delightful and instructive accessory to an introductory physics course” (Physics World). Physicists use “back-of-the-envelope” estimates to check whether or not an i …

Cover of Jerry Butters & Jim Henle: The Baseball Mysteries

Jerry Butters & Jim Henle: The Baseball Mysteries

The Baseball Mysteries: Challenging Puzzles for Logical Detectives is a book of baseball puzzles, logical baseball puzzles. To jump in, all you need is logic and a casual fan’s knowledge of the game. …

Cover of Paul-Jean Cahen & Douglas L. Costa: Commutative Ring Theory

Paul-Jean Cahen & Douglas L. Costa: Commutative Ring Theory

‘ Exploring commutative algebra”s connections with and applications to topological algebra and algebraic geometry, Commutative Ring Theory covers the spectra of rings chain conditions, dimension the …

Cover of Brigitte Baldi & Moore David: Practice of Statistics in the Life Sciences, Digital Update

Brigitte Baldi & Moore David: Practice of Statistics in the Life Sciences, Digital Update

Cover of Bor-Sen (National Tsing Hua University, Taiwan) Chen: Multi-Objective Optimization System Designs and Their Applications

Bor-Sen (National Tsing Hua University, Taiwan) Chen: Multi-Objective Optimization System Designs and Their Applications

This book introduces multi-objective design methods to solve multi-objective optimization problems (MOPs) of linear/nonlinear dynamic systems under intrinsic random fluctuation and external disturban …