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Forward-Backward Stochastic Differential Equations and their Applications

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Cover of 'Forward-Backward Stochastic Differential Equations and their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Linear Equations
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    Chapter 3 Method of Optimal Control
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    Chapter 4 Four Step Scheme
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    Chapter 5 Linear, Degenerate Backward Stochastic Partial Di erential Equations
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    Chapter 6 The Method of Continuation
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    Chapter 7 FBSDEs with Reflections
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    Chapter 8 Applications of FBSDEs
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    Chapter 9 Numerical Methods for FBSDEs
Attention for Chapter 3: Method of Optimal Control
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