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

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Arthropathy

Stochastic Differential EquationsIn this chapter we establish the well-posedness and a priori estimates for SDEs. Weak solutions of SDEs will also be studied briefly.

遠(yuǎn)足

FILTH

depreciate

Nefarious

BSDEs with Quadratic Growth in ,In this chapter we establish the well-posedness of (one-dimensional) BSDEs whose generator has quadratic growth in its Z-component. Such BSDEs appear naturally in optimization problems with exponential utilities, and the main tool is the so-called BMO martingale.

其他

Forward-Backward SDEsIn 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.

BOLT

coagulate

Space Technology Export ControlsIn this chapter we present some basic materials crucial for the theory. While we will try our best to make the presentation self-contained, due to the limit of the pages we will have to borrow some results from the standard literature of stochastic calculus, e.g., Karatzas & Shreve [.] and Revuz & Y

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