Forward-Backward Stochastic Differential Equations and Their Applications

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Forward-Backward Stochastic Differential Equations and Their Applications
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Forward-Backward Stochastic Differential Equations and Their Applications (Lecture Notes in Mathematics)

By Jin Ma, Jiongmin Yong,

Publisher: Springer
Number Of Pages: 270
Publication Date: 2006-12-10
Sales Rank: 1450624
ISBN / ASIN: 3540659609
EAN: 9783540659600
Binding: Paperback
Manufacturer: Springer
Studio: Springer

Book Description:

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 freeduan.com 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.

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关键词：Differential Applications Application Stochastic Different Applications Stochastic Differential Equations Their

朋友，怎么挣钱啊

怎么才能下载呢

so difficult!

马进和雍炯敏教授好书

大家都是为了学习，有必要要那么多现金吗？应向其他网站学习。

是电子书吗？

这本书是Springer的Lecture Notes in Math中的一卷。

也太太贵了吧，这里是用来交流的呢，挣好久都没有这么多钱的。

GUI,,,,,,,,,,,