Backward Stochastic Differential Equations (Research Notes in Mathematics Series)
Publisher: Chapman & Hall/CRC
Published: January 17, 1997
Language: eng
Format: Paperback
Number of pages: 232
ISBN-13: 9780582307339
Subjects: Differential Equations; Stochastics; Algebra - General; Mathematics / Differential Equations; Mathematics; Textbooks; Science/Mathematics
First sentence: The theory of backward stochastic differential equations (BSDE's) has been considered with great interest in the last five years because of its connections with the non-linear partial differential equations and more generally the theory of non-linear semi-groups, and stochastic control problems.