Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

Author:   Jianfeng Zhang
Publisher:   Springer-Verlag New York Inc.
Edition:   1st ed. 2017
Volume:   86
ISBN:  

9781493972548


Pages:   388
Publication Date:   22 August 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory


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Author:   Jianfeng Zhang
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   1st ed. 2017
Volume:   86
Weight:   7.273kg
ISBN:  

9781493972548


ISBN 10:   1493972545
Pages:   388
Publication Date:   22 August 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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The book prefers clarity over generality in order to be more accessible and readable for the readers who are expected to be mainly Ph.D. students and junior researches in stochastic analysis. (Martin Ondrejat, zbMATH 1390.60004, 2018)


Author Information

Jianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles.  His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.

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