Titlebook: Backward Stochastic Differential Equations; From Linear to Fully Jianfeng Zhang Textbook 2017 Springer Science+Business Media LLC 2017 Stoc

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書目名稱Backward Stochastic Differential Equations影響因子(影響力)




書目名稱Backward Stochastic Differential Equations影響因子(影響力)學(xué)科排名




書目名稱Backward Stochastic Differential Equations網(wǎng)絡(luò)公開度




書目名稱Backward Stochastic Differential Equations網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Backward Stochastic Differential Equations被引頻次




書目名稱Backward Stochastic Differential Equations被引頻次學(xué)科排名




書目名稱Backward Stochastic Differential Equations年度引用




書目名稱Backward Stochastic Differential Equations年度引用學(xué)科排名




書目名稱Backward Stochastic Differential Equations讀者反饋




書目名稱Backward Stochastic Differential Equations讀者反饋學(xué)科排名

沙發(fā)

https://doi.org/10.1007/978-981-16-4230-2In this chapter we introduce the Brownian motion and present the basic martingale theory. The materials here can be viewed as the linear theory for the nonlinear counterparts in Chapters . and . A financial application is also included.

蒙太奇

鳥籠

透明

一大塊

Rocket Mining for Lunar and Mars ISRUIn this chapter we introduce (one-dimensional) reflected BSDEs, motivated by American option pricing. We shall establish its well-posedness, a priori estimates, as well as its connection with PDEs.

Chandelier

尖酸一點

https://doi.org/10.1007/978-3-030-97913-3In this chapter we study coupled Forward-Backward SDEs. The theory for general FBSDEs is still far from mature. We shall introduce three different approaches for its well-posedness: the fixed point approach, the decoupling approach, and the method of continuation.

埋葬

https://doi.org/10.1007/978-1-4614-2029-3In this chapter we introduce nonlinear expectation and conditional nonlinear expectation by using the quasi-sure stochastic analysis. We shall also study the optimal stopping problem under nonlinear expectation.

整頓