Borrow it
 African Studies Library
 Alumni Medical Library
 Astronomy Library
 Fineman and Pappas Law Libraries
 Frederick S. Pardee Management Library
 Howard Gotlieb Archival Research Center
 Mugar Memorial Library
 Music Library
 Pikering Educational Resources Library
 School of Theology Library
 Science & Engineering Library
 Stone Science Library
The Resource Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)
Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)
Resource Information
The item Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 Summary
 This 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. The 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 twosemester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering
 Language
 eng
 Extent
 XVI, 388 p.
 Contents

 Preliminaries
 Part I The Basic Theory of SDEs and BSDEs
 Basics of Stochastic Calculus
 Stochastic Differential Equations
 Backward Stochastic Differential Equations
 Markov BSDEs and PDEs
 Part II Further Theory of BSDEs
 Reflected BSDEs
 BSDEs with Quadratic Growth in Z
 Forward Backward SDEs
 Part III The Fully Nonlinear Theory of BSDEs
 Stochastic Calculus Under Weak Formulation
 Nonlinear Expectation
 Path Dependent PDEs
 Second Order BSDEs.. Bibliography
 Index
 Isbn
 9781493972562
 Label
 Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
 Title
 Backward Stochastic Differential Equations
 Title remainder
 From Linear to Fully Nonlinear Theory
 Statement of responsibility
 by Jianfeng Zhang
 Subject

 Economics, Mathematical
 Probability Theory and Stochastic Processes
 Numerical Analysis
 Economics, Mathematical
 Probabilities
 Game Theory, Economics, Social and Behav. Sciences
 Economics
 Economic Theory/Quantitative Economics/Mathematical Methods
 Differential equations, Partial
 Game theory
 Probabilities
 Numerical analysis
 Economics
 Electronic resources
 Economics
 Quantitative Finance
 Numerical analysis
 Mathematics
 Game theory
 Differential equations, Partial
 Partial Differential Equations
 Mathematics
 Game theory
 Numerical Analysis
 Language
 eng
 Summary
 This 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. The 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 twosemester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering
 http://library.link/vocab/creatorName
 Zhang, Jianfeng
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 http://library.link/vocab/relatedWorkOrContributorName
 SpringerLink
 Series statement
 Probability Theory and Stochastic Modelling,
 Series volume
 86
 http://library.link/vocab/subjectName

 Mathematics
 Differential equations, Partial
 Game theory
 Economics, Mathematical
 Numerical analysis
 Probabilities
 Economics
 Mathematics
 Probability Theory and Stochastic Processes
 Quantitative Finance
 Game Theory, Economics, Social and Behav. Sciences
 Partial Differential Equations
 Numerical Analysis
 Economic Theory/Quantitative Economics/Mathematical Methods
 Label
 Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)
 Antecedent source
 mixed
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 not applicable
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents
 Preliminaries  Part I The Basic Theory of SDEs and BSDEs  Basics of Stochastic Calculus  Stochastic Differential Equations  Backward Stochastic Differential Equations  Markov BSDEs and PDEs  Part II Further Theory of BSDEs  Reflected BSDEs  BSDEs with Quadratic Growth in Z  Forward Backward SDEs  Part III The Fully Nonlinear Theory of BSDEs  Stochastic Calculus Under Weak Formulation  Nonlinear Expectation  Path Dependent PDEs  Second Order BSDEs.. Bibliography  Index
 Dimensions
 unknown
 Extent
 XVI, 388 p.
 File format
 multiple file formats
 Form of item
 electronic
 Isbn
 9781493972562
 Level of compression
 uncompressed
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other control number
 10.1007/9781493972562
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9781493972562
 Label
 Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)
 Antecedent source
 mixed
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 not applicable
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents
 Preliminaries  Part I The Basic Theory of SDEs and BSDEs  Basics of Stochastic Calculus  Stochastic Differential Equations  Backward Stochastic Differential Equations  Markov BSDEs and PDEs  Part II Further Theory of BSDEs  Reflected BSDEs  BSDEs with Quadratic Growth in Z  Forward Backward SDEs  Part III The Fully Nonlinear Theory of BSDEs  Stochastic Calculus Under Weak Formulation  Nonlinear Expectation  Path Dependent PDEs  Second Order BSDEs.. Bibliography  Index
 Dimensions
 unknown
 Extent
 XVI, 388 p.
 File format
 multiple file formats
 Form of item
 electronic
 Isbn
 9781493972562
 Level of compression
 uncompressed
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other control number
 10.1007/9781493972562
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9781493972562
Subject
 Differential equations, Partial
 Differential equations, Partial
 Economic Theory/Quantitative Economics/Mathematical Methods
 Economics
 Economics
 Economics
 Economics, Mathematical
 Economics, Mathematical
 Electronic resources
 Game Theory, Economics, Social and Behav. Sciences
 Game theory
 Game theory
 Game theory
 Mathematics
 Mathematics
 Numerical Analysis
 Numerical Analysis
 Numerical analysis
 Numerical analysis
 Partial Differential Equations
 Probabilities
 Probabilities
 Probability Theory and Stochastic Processes
 Quantitative Finance
Member of
Library Locations

African Studies LibraryBorrow it771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US42.350723 71.108227


Astronomy LibraryBorrow it725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US42.350259 71.105717

Fineman and Pappas Law LibrariesBorrow it765 Commonwealth Avenue, Boston, MA, 02215, US42.350979 71.107023

Frederick S. Pardee Management LibraryBorrow it595 Commonwealth Avenue, Boston, MA, 02215, US42.349626 71.099547

Howard Gotlieb Archival Research CenterBorrow it771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US42.350723 71.108227


Music LibraryBorrow it771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US42.350723 71.108227

Pikering Educational Resources LibraryBorrow it2 Silber Way, Boston, MA, 02215, US42.349804 71.101425

School of Theology LibraryBorrow it745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US42.350494 71.107235

Science & Engineering LibraryBorrow it38 Cummington Mall, Boston, MA, 02215, US42.348472 71.102257

Embed (Experimental)
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.bu.edu/portal/BackwardStochasticDifferentialEquationsFrom/LnDIXj1LBYg/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/portal/BackwardStochasticDifferentialEquationsFrom/LnDIXj1LBYg/">Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.bu.edu/portal/BackwardStochasticDifferentialEquationsFrom/LnDIXj1LBYg/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/portal/BackwardStochasticDifferentialEquationsFrom/LnDIXj1LBYg/">Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory, by Jianfeng Zhang, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>