Optimal stochastic control, stochastic target problems, and backward SDE

Author(s)

• Touzi, Nizar
• Tourin, Agnès

Bibliographic Information

Optimal stochastic control, stochastic target problems, and backward SDE

Nizar Touzi ; with chapter 13 by Agnès Tourin

（Fields Institute monographs, 29）

Fields Institute for Research in Mathematical Sciences , Springer, c2013

Note

Includes bibliographical references

Details

• NCID: BB10403718
• ISBN:
  • 9781461442851
• LCCN: 2012943958
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Toronto,New York
• Pages/Volumes: x, 214 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.25
  • DC23 : 519.2/2
• Subject Headings:
  • LCSH : Stochastic partial differential equations
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA22564116