| 000 | 02355nam a22003737a 4500 | ||
|---|---|---|---|
| 003 | OSt | ||
| 005 | 20250218220120.0 | ||
| 008 | 250218b |||||||| |||| 00| 0 hin d | ||
| 020 | _a9781493984329 | ||
| 040 |
_aNISER LIBRARY _beng _cNISER LIBRARY |
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| 082 | 0 | 4 |
_a519.21 _bZHA-B |
| 100 | 1 | _aZhang, Jianfeng | |
| 245 | 1 | 0 |
_aBackward stochastic differential equations : _bfrom linear to fully nonlinear theory |
| 260 |
_aNew York, NY : _bSpringer, _c2017. |
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| 300 | _axv, 386 pages | ||
| 490 | 0 |
_aProbability theory and stochastic modelling, _x2199-3130 ; _v86 |
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| 520 | _aThis 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. 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 | _aDescription based on publisher-supplied MARC data. | ||
| 650 | 0 | _aEconomic theory. | |
| 650 | 0 | _aEconomics, Mathematical. | |
| 650 | 0 | _aGame theory. | |
| 650 | 0 | _aNumerical analysis. | |
| 650 | 0 | _aPartial differential equations. | |
| 650 | 0 | _aProbabilities. | |
| 650 | 1 | 4 | _aProbability theory and stochastic processes. |
| 650 | 2 | 4 | _aEconomic theory, quantitative economics, mathematical methods |
| 650 | 2 | 4 | _aGame theory, economics, social and behav. Sciences. |
| 650 | 2 | 4 | _aQuantitative finance. |
| 650 | 2 | 4 | _aStochastic differential equations |
| 650 | 2 | 4 | _aViscosity solutions |
| 856 |
_3Table of content _uhttps://link.springer.com/content/pdf/bfm:978-1-4939-7256-2/1 |
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| 856 |
_3Reviews _uhttps://www.goodreads.com/book/show/43972073-backward-stochastic-differential-equations?ref=nav_sb_ss_1_13#CommunityReviews |
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| 942 |
_2udc _cBK |
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| 999 |
_c35698 _d35698 |
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