Title Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong

Published Berlin ; New York : Springer, [1999] ©1999

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Location	Call no.	Vol.	Availability
W'PONDS	519.2 Moa/Fbs		AVAILABLE

Description xiii, 270 pages ; 24 cm Series Lecture notes in mathematics, 0075-8434 ; 1702 Lecture notes in mathematics (Springer-Verlag) ; 1702 Contents Contents: Ch. 1. Introduction -- Ch. 2. Linear Equations -- Ch. 3. Method of Optimal Control -- Ch. 4. Four Step Scheme -- Ch. 5. Linear, Degenerate Backward Stochastic Partial Differential Equations -- Ch. 6. The Method of Continuation -- Ch. 7. FBSDEs with Reflections -- Ch. 8. Applications of FBSDEs -- Ch. 9. Numerical Methods for FBSDEs Bibliography Includes bibliographical references (pages [259]-268) and index Notes Lecture notes in mathematics (Springer-Verlag) no:1702 0075-8434 Subject Stochastic differential equations. Author Yong, J. (Jiongmin), 1958- LC no. 99023640 ISBN 3540659609 acid-free paper

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