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Backward stochastic differential equations: from linear to fully nonlinear theory
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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| Lenguaje: | eng |
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Springer
2017
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| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4939-7256-2 http://cds.cern.ch/record/2282094 |