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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE( )
Author: Touzi, Nizar
Series title:Fields Institute Monographs
ISBN:978-1-4939-0042-8
Publication Date:Oct 2014
Publisher:Springer New York
Imprint:Springer
Book Format:Paperback
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.

Book Details
Pages:214
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Mathematics / Differential Equations / Partial
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:0.999 Pounds



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