Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)

Ma, Jin; Yong, Jiongmin

ISBN 10: 3540659609 ISBN 13: 9783540659600

Published by Springer, 1999

Language: English

Condition: New Soft cover

Save for Later

Sold by BennettBooksLtd, North Las Vegas, NV, U.S.A.

AbeBooks Seller since April 17, 2008

Seller rating 5 out of 5 stars

View this seller's items

View all copies of this book

New - Soft cover

Condition: New

Price: US$ 128.20 Convert Currency

US$ 6.95 shipping within U.S.A. Destination, rates & speeds

Quantity: 1 available

Add to basket

Free 30-day returns

Save for Later

About this Item

In shrink wrap. Looks like an interesting title!

Seller Inventory # Q-3540659609

Contact seller

Report this item

Bibliographic Details

Title

Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)

Publisher

Springer

Publication Date

1999

Language

English

ISBN 10

3540659609

ISBN 13

9783540659600

Binding

paperback

Condition

New

Seller catalogs

About this title

Synopsis

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

From the Back Cover

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

"About this title" may belong to another edition of this title.

Store Description

Visit Seller's Storefront

Seller's business information

BennettBooksLtd
NV, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks web sites. If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the Ask bookseller a question link to contact us and we'll respond within 2 business days.

Shipping Terms

Orders ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	7 to 30 business days	3 to 14 business days
First item	US$ 6.95	US$ 9.95

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.