MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02355nam a22003737a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250218220120.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
250218b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781493984329 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
NISER LIBRARY |
| Language of cataloging |
eng |
| Transcribing agency |
NISER LIBRARY |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.21 |
| Item number |
ZHA-B |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Zhang, Jianfeng |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Backward stochastic differential equations : |
| Remainder of title |
from linear to fully nonlinear theory |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
New York, NY : |
| Name of publisher, distributor, etc. |
Springer, |
| Date of publication, distribution, etc. |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 386 pages |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Probability theory and stochastic modelling, |
| International Standard Serial Number |
2199-3130 ; |
| Volume/sequential designation |
86 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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.<br/><br/>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. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on publisher-supplied MARC data. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economic theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Game theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Numerical analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Partial differential equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probability theory and stochastic processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economic theory, quantitative economics, mathematical methods |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Game theory, economics, social and behav. Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Quantitative finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic differential equations |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Viscosity solutions |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of content |
| Uniform Resource Identifier |
<a href="https://link.springer.com/content/pdf/bfm:978-1-4939-7256-2/1">https://link.springer.com/content/pdf/bfm:978-1-4939-7256-2/1</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/43972073-backward-stochastic-differential-equations?ref=nav_sb_ss_1_13#CommunityReviews">https://www.goodreads.com/book/show/43972073-backward-stochastic-differential-equations?ref=nav_sb_ss_1_13#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
Book |
