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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Cover Image E-book E-book

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE [electronic resource] / by Nizar Touzi.

Touzi, Nizar. (author.). SpringerLink (Online service) (Added Author).

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  • ISBN: 9781461442868
  • Physical Description: X, 214 p. 1 illus. online resource.
  • Publisher: New York, NY : Springer New York : 2013.
Subject: Mathematics.
Differential equations, partial.
Finance.
Mathematical optimization.
Distribution (Probability theory).
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Calculus of Variations and Optimal Control; Optimization.

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