Optimal stochastic control, stochastic target problems, and backward SDE /

Detalles Bibliográficos
Autor Principal: Touzi, Nizar
Outros autores: Tourin, Agnès
Formato: Printed Book
Idioma:English
Publicado: [Toronto, Ont.] : New York : Fields Institute for Research in the Mathematical Sciences ; Springer, c2013.
Series:Fields Institute monographs ; v. 29.
Subjects:
Stochastic control theory.
Stochastic partial differential equations.
Stochastic analysis.

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