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Paperback Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory Book

ISBN: 1493984322

ISBN13: 9781493984329

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

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Format: Paperback

Condition: New

$69.99
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Book Overview

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


Related Subjects

Math Mathematics Science & Math

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