Backward Stochastic Differential Equations (Record no. 426982)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04025nam a22006135i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9781493972562 |
| -- | 978-1-4939-7256-2 |
| 024 7# - | |
| -- | 10.1007/978-1-4939-7256-2 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA273.A1-274.9 |
| 050 #4 - | |
| -- | QA274-274.9 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 072 #7 - | |
| -- | PBWL |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Zhang, Jianfeng. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Backward Stochastic Differential Equations |
| Medium | [electronic resource] : |
| Remainder of title | From Linear to Fully Nonlinear Theory / |
| Statement of responsibility, etc | by Jianfeng Zhang. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | New York, NY : |
| Name of producer, publisher, distributor, manufacturer | Springer New York : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2017. |
| 300 ## - | |
| -- | XVI, 388 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 86 |
| 505 0# - | |
| -- | Preliminaries -- Part I The Basic Theory of SDEs and BSDEs -- Basics of Stochastic Calculus -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs -- Part II Further Theory of BSDEs -- Reflected BSDEs -- BSDEs with Quadratic Growth in Z -- Forward Backward SDEs -- Part III The Fully Nonlinear Theory of BSDEs -- Stochastic Calculus Under Weak Formulation -- Nonlinear Expectation -- Path Dependent PDEs -- Second Order BSDEs.. Bibliography -- Index. |
| 520 ## - | |
| -- | 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 main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Finance. |
| 650 #0 - | |
| -- | Mathematics. |
| 650 #0 - | |
| -- | Differential equations, partial. |
| 650 #0 - | |
| -- | Numerical analysis. |
| 650 #0 - | |
| -- | Economic theory. |
| 650 14 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Quantitative Finance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
| 650 24 - | |
| -- | Game Theory, Economics, Social and Behav. Sciences. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13011 |
| 650 24 - | |
| -- | Partial Differential Equations. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12155 |
| 650 24 - | |
| -- | Numerical Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M14050 |
| 650 24 - | |
| -- | Economic Theory/Quantitative Economics/Mathematical Methods. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W29000 |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493972548 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493972555 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781493984329 |
| 830 #0 - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 86 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-1-4939-7256-2 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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