{"product_id":"backward-stochastic-differential-equations-from-linear-to-fully-nonlinear-theory-hardcover","title":"Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eJianfeng Zhang\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eProvides a systematic study from linear equations to fully nonlinear equations\u003c\/p\u003e\u003cp\u003eIncludes up-to-date developments in the field \u003c\/p\u003e\u003cp\u003eA powerful and convenient tool for financial engineering and stochastic optimization \u003c\/p\u003e\u003cp\u003eAccessible to graduate students and junior researchers\u003c\/p\u003e\u003cp\u003e\u003cbr\u003e\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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 order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.\u003c\/p\u003e \u003cp\u003eThe book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003eJianfeng Zhang is a professor of Mathematics at the University of Southern California, Los Angeles. His research interests include stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 388\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.94 x 9.21 x 6.14 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e August 22, 2017\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":47337017966841,"sku":"9781493972548","price":178.18,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0789\/2782\/3097\/files\/OFNRN1RnN1FaMFhSbjdpN1g1aVpFUT09.webp?v=1769674590","url":"https:\/\/bookscloud.io\/products\/backward-stochastic-differential-equations-from-linear-to-fully-nonlinear-theory-hardcover","provider":"BooksCloud Book Dropshipping","version":"1.0","type":"link"}