Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory by Zhang, Jianfeng

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Hardcover) (ISBN-13: 9781493972548)

Vendor: Jianfeng Zhang
Product type: Books
Format: Hardcover
$99.99
$99.99
$99.99
Subtotal: $99.99
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory by Zhang, Jianfeng

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

$99.99
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory by Zhang, Jianfeng

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

$99.99
Format: Hardcover
Description
Description
x

Provides a systematic study from linear equations to fully nonlinear equations

Includes up-to-date developments in the field

A powerful and convenient tool for financial engineering and stochastic optimization

Accessible to graduate students and junior researchers




Author: Jianfeng Zhang
ISBN-10: 1493972545
ISBN-13: 9781493972548
Publisher: Springer
Language: English
Published: 08/22/2017
Pages: 388
Format: Hardcover
Weight: 1.63lbs
Size: 9.21h x 6.14w x 0.94d
By Jianfeng Zhang
By Jianfeng Zhang
x
Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.

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