Forward-backward stochastic differential equations and their applications [electronic resource] / Jin Ma, Jingmin 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 ba...
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Full Text (via Springer) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2007.
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| Edition: | Corr. 3rd print. |
| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1702. |
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Internet
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| Call Number: |
QA274.23 .M3 2007 aa07 2007-12-11
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| QA274.23 .M3 2007 aa07 2007-12-11 | Available |