Forward-Backward Stochastic Differential Equations and their Applications
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 ba...
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| Médium: | E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2007
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| Edice: | Lecture Notes in Mathematics
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| Žánr/forma: | elektronické knihy |
| ISBN: | 978-3-540-48831-6 9783540659600 9783662180297 |
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| On-line přístup: | Plný text |
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