Backward stochastic differential equations : from linear to fully nonlinear theory /: from linear to fully nonlinear theory. (2017)

• Record Type: Book
• Further Information: Note: Jianfeng Zhang.
• Authors: (Mathematician), Zhang, Jianfeng
• Contents: Preliminaries -- Part I The Basic Theory of SDEs and BSDEs -- Basics of Stochastic Calculus -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs -- Part II Further Theory of BSDEs -- Reflected BSDEs -- BSDEs with Quadratic Growth in Z -- Forward Backward SDEs -- Part III The Fully Nonlinear Theory of BSDEs -- Stochastic Calculus Under Weak Formulation -- Nonlinear Expectation -- Path Dependent PDEs -- Second Order BSDEs.. Bibliography -- Index.
• Publisher Details: New York, NY : Springer
• Publication Date: 2017
• Extent: 1 online resource (xvi, 388 pages)
• Subjects: 519.2/2; Mathematics; Stochastic differential equations; Stochastic differential equations; Mathematics -- Applied; Mathematics -- Game Theory; Mathematics -- Differential Equations; Mathematics -- Number Systems; Business & Economics -- Economics -- Theory; Finance & accounting; Game theory; Differential calculus & equations; Numerical analysis; Economic theory & philosophy; Distribution (Probability theory); Finance; Differential equations, partial; Numerical analysis; Economic theory; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9781493972562; 1493972561
• Related ISBNs: 9781493972548; 1493972545
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed August 31, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.