Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)
Edition: 1st ed. 1999. Corr. 3rd printing edition
Publisher: Springer
Published: March 1, 2007
Language: eng
Format: Paperback
Number of pages: 270
ISBN-13: 9783540659600
Subjects: Differential equations; Integral equations; Probability & statistics; Stochastics; Science/Mathematics; Stochastic Processes; Mathematics; Textbooks; Stochastic differential equations; Finance; General; Probability & Statistics - General; Backward Stochastic Partial Differential Equations; Black's Consol Rate Conjecture; Business & Economics : Finance; Forward-Backward Stochastic Differential Equations; Four Step Scheme; Mathematics / Statistics; Mathematics : Probability & Statistics - General; Medical / General; Nodal Solutions; Stochastic differential equati