| book details |

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

By (author) Jianfeng Zhang

| on special |

normal price: R 1 031.95

Price: R 980.95

| add to trolley |

| book description |

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 two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

| product details |

| other options |

Normally shipped | Usually dispatched in 3 to 4 weeks as supplier is out of stock
Readership Age |

Normal Price | R 2 885.95
Price | R 2 741.95 | on special |

| add to trolley |

| back |

| your trolley |

To view the items in your trolley please sign in.

| sign in |

| specials |

Helgoland: The Strange and Beautiful Story of Quantum Physics

Carlo Rovelli
Paperback / softback
208 pages
was: R 295.95
now: R 265.95
Available from overseas. Usually dispatched in 3 to 6 weeks

| more |

| add to trolley |

The Coming Wave: AI, Power and Our Future

Mustafa Suleyman
Paperback / softback
352 pages
was: R 295.95
now: R 265.95
Stock is usually dispatched in 6-12 days from date of order

| more |

| add to trolley |

The Order of Time

Carlo Rovelli
Paperback / softback
224 pages
was: R 295.95
now: R 265.95
Available from overseas. Usually dispatched in 3 to 6 weeks

Originally published in Italian: L'ordine del tempo (Milan: Adelphi Edizioni, 2017).

| more |

| add to trolley |