Forward-Backward Stochastic Differential Equations and their Applications (Record no. 11482)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02951nam a22005055i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-540-48831-6 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190213151653.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2007 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540488316 |
| -- | 978-3-540-48831-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-540-48831-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA299.6-433 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBK |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT034000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBK |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 515 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ma, Jin. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Forward-Backward Stochastic Differential Equations and their Applications |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Jin Ma, Jiongmin Yong. |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIV, 278 p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| International Standard Serial Number | 0075-8434 ; |
| Volume number/sequential designation | 1702 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Linear Equations -- Method of Optimal Control -- Four Step Scheme -- Linear, Degenerate Backward Stochastic Partial Di erential Equations -- The Method of Continuation -- FBSDEs with Reflections -- Applications of FBSDEs -- Numerical Methods for FBSDEs. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Global analysis (Mathematics). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12007 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Yong, Jiongmin. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783540659600 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783662180297 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Lecture Notes in Mathematics, |
| -- | 0075-8434 ; |
| Volume number/sequential designation | 1702 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-540-48831-6 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-LNM |
No items available.