Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory / by Jianfeng Zhang.

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...

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Bibliographic Details
Main Author: Zhang, Jianfeng (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Probability Theory and Stochastic Modelling, 86
Springer eBook Collection.
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