Jin Ma,
Jiongmin Yong
Forward-Backward Stochastic Differential Equations and their Applications
Paperback Engels 1999 9783540659600Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9783540659600
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:278
Uitgever:Springer Berlin Heidelberg
Thema:
K Economie, Financiën, Bedrijf en Management
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Linear Equations.- Method of Optimal Control.- Four Step Scheme.- Linear, Degenerate Backward Stochastic Partial Di erential Equations.- The Method of Continuation.- FBSDEs with Reflections.- Applications of FBSDEs.- Numerical Methods for FBSDEs.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan