Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications

By R. Carmona

A vital introduction to the stochastic analysis tools which play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1611974232
• ISBN13: 9781611974232
• Release Date: October 2016
• Publisher: Society for Industrial and Applied Mathematic
• Length: 366 Pages