Forward Backward Stochastic Differential Equations and their Applications

This book PDF is perfect for those who love Mathematics genre, written by Jin Ma and published by Springer which was released on 24 April 2007 with total hardcover pages 278. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Forward Backward Stochastic Differential Equations and their Applications books below.

Forward Backward Stochastic Differential Equations and their Applications
Forward Backward Stochastic Differential Equations and their Applications
Author : Jin Ma
File Size : 51,5 Mb
Publisher : Springer
Language : English
Release Date : 24 April 2007
ISBN : 9783540488316
Pages : 278 pages
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Forward Backward Stochastic Differential Equations and their Applications by Jin Ma Book PDF Summary

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 backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

Forward Backward Stochastic Differential Equations and their Applications

Forward Backward Stochastic Differential Equations and their Applications by Jin Ma,Jiongmin Yong

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 backward stochastic PDEs and many applications of

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Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and

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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

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Download or read online Theory and Applications of Decoupling Fields for Forward backward Stochastic Differential Equations written by Anonim, published by Unknown which was released on 2014. Get Theory and Applications of Decoupling Fields for Forward backward Stochastic Differential Equations Books now! Available in PDF, ePub and Kindle.

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