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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games CCAA

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Acceptable
THE COVERS SHOWS SHELF WEAR. THE PAGES INSIDE ARE LEGIBLE.
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Last updated on Aug 29, 2023 11:23:47 EDTView all revisionsView all revisions

Item specifics

Condition
Acceptable
A book with obvious wear. May have some damage to the cover but integrity still intact. The binding may be slightly damaged but integrity is still intact. Possible writing in margins, possible underlining and highlighting of text, but no missing pages or anything that would compromise the legibility or understanding of the text. See the seller’s listing for full details and description of any imperfections. See all condition definitionsopens in a new window or tab
Seller Notes
“THE COVERS SHOWS SHELF WEAR. THE PAGES INSIDE ARE LEGIBLE.”
ISBN
9781611974232
Publication Name
Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
Item Length
9.7in
Publisher
Society for Industrial AND Applied Mathematics
Publication Year
2016
Series
Financial Mathematics Ser.
Type
Textbook
Format
Trade Paperback
Language
English
Item Height
0.7in
Author
René Carmona
Item Width
6.9in
Item Weight
21.2 Oz
Number of Pages
274 Pages

About this product

Product Information

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.

Product Identifiers

Publisher
Society for Industrial AND Applied Mathematics
ISBN-10
1611974232
ISBN-13
9781611974232
eBay Product ID (ePID)
219560101

Product Key Features

Author
René Carmona
Publication Name
Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
Format
Trade Paperback
Language
English
Publication Year
2016
Series
Financial Mathematics Ser.
Type
Textbook
Number of Pages
274 Pages

Dimensions

Item Length
9.7in
Item Height
0.7in
Item Width
6.9in
Item Weight
21.2 Oz

Additional Product Features

Series Volume Number
1
Lc Classification Number
Qa274.23.C27 2016
Table of Content
Preface List of Notation Part I: Stochastic Calculus Chapter 1: Stochastic Differential Equations Chapter 2: Backward Stochastic Differential Equations Part II: Stochastic Control Chapter 3: Continuous Time Stochastic Optimization and Control Chapter 4: Probabilistic Approaches to Stochastic Control Part III: Stochastic Differential Games Chapter 5: Stochastic Differential Games Chapter 6: Mean Field Games Bibliography Author Index Subject Index
Copyright Date
2016
Target Audience
Scholarly & Professional
Topic
Differential Equations / General, Mechanics / Dynamics, Applied, Business Mathematics
Lccn
2015-038344
Dewey Decimal
519.2/7
Dewey Edition
23
Illustrated
Yes
Genre
Business & Economics, Science, Mathematics

Item description from the seller

soarrcon1

soarrcon1

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