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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Language EnglishEnglish
Book Paperback
Book Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Nizar Touzi
Libristo code: 09038117
Publishers Springer-Verlag New York Inc., October 2014
This book collects recent developments in stochastic control theory with applications to financial m...
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This book collects recent developments in stochastic control theory with applications to financial mathematics. It approaches quadratic backward stochastic differential equations following the point of view of Tevzadze.

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About the book

Full name Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Author Nizar Touzi
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 214
EAN 9781493900428
ISBN 1493900420
Libristo code 09038117
Publishers Springer-Verlag New York Inc.
Weight 349
Dimensions 155 x 235 x 241

Categories

Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Automatic control engineering > Robotics
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Economics, Finance, Business & Management > Finance & accounting
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