Isbn: 9781493972548 - backward stochastic differential equations: from linear to fully nonlinear theory: 86 (14 risultati)

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Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New. In English.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: Brand New. 386 pages. 9.25x6.25x1.00 inches. In Stock.

Hardcover. Condizione: new. Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

Hardcover. Condizione: new. Hardcover. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. …

Condizione: new. Questo è un articolo print on demand.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 404 pp. Englisch.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. &nbspHis research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.Th.…

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Provides a systematic study from linear equations to fully nonlinear equationsIncludes up-to-date developments in the fieldA powerful and convenient tool for financial engineering and stochastic optimizationAccessible to graduate students and junior researchersSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch.…

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…