Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
By: René Carmona, Princeton University, Princeton, New Jersey
Series: Financial mathematics -- 01
Publisher: Society for Industrial and Applied Mathematics
Published: 2016
Place of publication: Philadelphia
Language: eng
ISBN-13: 9781611974232
Subjects: Business mathematics; Stochastic differential equations; Stochastic control theory
Other titles: Lectures on backward stochastic differential equations, stochastic control, and stochastic differential games with financial applications
Notes: Includes bibliographical references and index.