A functional approach to backward stochastic dynamics

A functional approach to backward stochastic dynamics

<p>In this thesis, we consider a class of stochastic dynamics running backwards, so called backward stochastic differential equations (BSDEs) in the literature. We demonstrate BSDEs can be reformulated as functional differential equations defined on path spaces, and therefore solving BSDEs is...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Liang, G
Rannpháirtithe:	Lyons, T
Formáid:	Tráchtas
Teanga:	English
Foilsithe / Cruthaithe:	2010
Ábhair:	Mathematics Probability theory and stochastic processes Mathematical finance

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