Forward-Backward Stochastic Differential Equations and their Applications (Record no. 31024)
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000 -LEADER | |
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fixed length control field | 02692nam a22005175i 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783540488316 |
-- | 978-3-540-48831-6 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
100 1# - MAIN ENTRY--AUTHOR NAME | |
Personal name | Ma, Jin. |
245 10 - TITLE STATEMENT | |
Title | Forward-Backward Stochastic Differential Equations and their Applications |
Statement of responsibility, etc | by Jin Ma, Jiongmin Yong. |
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Berlin, Heidelberg : |
Name of publisher | Springer Berlin Heidelberg, |
Year of publication | 2007. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | XIV, 278 p. |
Other physical details | online resource. |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Linear Equations -- Method of Optimal Control -- Four Step Scheme -- Linear, Degenerate Backward Stochastic Partial Di erential Equations -- The Method of Continuation -- FBSDEs with Reflections -- Applications of FBSDEs -- Numerical Methods for FBSDEs. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Finance. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Distribution (Probability theory). |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Probability Theory and Stochastic Processes. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Quantitative Finance. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Yong, Jiongmin. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-540-48831-6 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | E-BOOKS |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 2007. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
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-- | rdacarrier |
347 ## - | |
-- | text file |
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-- | rda |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 0075-8434 ; |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
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IMSc Library | EBK1730 | http://dx.doi.org/10.1007/978-3-540-48831-6 | E-BOOKS |