Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong.

• Material Type: 図書
• ISBN: 3540659609 (softcover : alk. paper)
• ISSN (series): 0075-8434
• Title: Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong.
• Series Title: Lecture notes in mathematics ; 1702
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1702.
• Author Heading: Ma, Jin, 1956-; Yong, J. (Jiongmin) , 1958-
• Publication, Distribution, etc.: Berlin : Springer; Tokyo : Springer
• Publication Date: c1999.
• Publication Date (W3CDTF): 1999
• Extent: xiii, 270 p. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 確率微分方程式. Kakuritubibunhoteisiki.; Stochastic differential equations.
• LCC: QA3; QA274.23
• DDC: 510 s; 519.2
• NDLC: MA211
• Note (Bibliography): Includes bibliographical references (p. [259]-268) and index.
• Holding library: 国立国会図書館
• Call No.: MA211-A193
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003274531; http://id.ndl.go.jp/bib/000003274531
• LC Control Number: 99023640; https://lccn.loc.gov/99023640
• Bibliographic Record Category (NDL): 211

Table of Contents

Contents

Preface/ vii

Chapter 1．　Introduction/ 1

§1．　Some Examples/ 1

§1．1．　A first glance/ 1