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Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

By (author) Jianfeng Zhang

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This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

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Normally shipped | Available from overseas. Usually dispatched in 14 days
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Normal Price | R 4 182.95
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The Coming Wave: AI, Power and Our Future

Mustafa Suleyman
Paperback / softback
352 pages
was: R 295.95
now: R 265.95
Stock is usually dispatched in 6-12 days from date of order

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Survive the AI Apocalypse: A guide for solutionists

Bronwen Williams
Paperback / softback
232 pages
was: R 340.95
now: R 306.95
Forthcoming

Let's stare the future down and, instead of fearing AI, become solutionists.

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The Memory Collectors: A Novel

Dete Meserve
Paperback / softback
320 pages

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The Colonialist: The Vision of Cecil Rhodes

William Kelleher Storey
Paperback / softback
528 pages
was: R 425.95
now: R 382.95
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This first comprehensive biography of Cecil Rhodes in a generation illuminates Rhodesâ€™s vision for the expansion of imperialism in southern Africa, connecting politics and industry to internal development, and examines how this fueled a lasting, white-dominated colonial society.

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