Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
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| Author:
| Touzi, Nizar |
| Series title: | Fields Institute Monographs |
| ISBN: | 978-1-4614-4285-1 |
| Publication Date: | Sep 2012 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $129.99 |
Book Description:
|
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.
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.