Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Full text!
Format:
e-book
Title:
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Author:
Touzi, Nizar
Language:
English
Publisher:
Springer New York 2013
ISBN:
1-4614-4285-0
1-4939-0042-0
1-4614-4286-9
1-283-64027-9
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