请选择 进入手机版 | 继续访问电脑版
楼主: SleepyTom
1355 2

[学术资料] Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theor [推广有奖]

  • 1关注
  • 11粉丝

讲师

20%

还不是VIP/贵宾

-

威望
0
论坛币
146211 个
通用积分
64.8707
学术水平
103 点
热心指数
143 点
信用等级
117 点
经验
9800 点
帖子
342
精华
0
在线时间
123 小时
注册时间
2007-5-8
最后登录
2023-2-10

SleepyTom 发表于 2019-2-16 02:18:05 |显示全部楼层 |坛友微信交流群
相似文件 换一批

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
Backward Stochastic Differential Equations
From Linear to Fully Nonlinear Theory

  • Authors

    • Jianfeng Zhang,   
      Department of MathematicsUniversity of Southern California

ISBN 978-1-4939-7254-8


Springer, 2017


Introduction
[size=1.7]

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.



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.






二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:Differential Stochastic Different Nonlinear Equations

2017_Book_BackwardStochasticDifferential.rar

3.4 MB

需要: 10 个论坛币  [购买]

本附件包括:

  • 2017_Book_BackwardStochasticDifferential.pdf

wh7064rg 发表于 2019-5-31 17:49:54 |显示全部楼层 |坛友微信交流群
谢谢分享!

使用道具

三江鸿 发表于 2023-1-18 10:36:28 来自手机 |显示全部楼层 |坛友微信交流群
点个赞感谢分享好书

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-3-29 09:42