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Probability Theory and Stochastic Modelling Ser.: Probabilistic Theory of Mean Field Games with Applications I : Mean Field FBSDEs, Control, and Games by Francois Delarue and René Carmona (2018, Hardcover)
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ISBN-13: 9783319564371, 978-3319564371. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach.
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About this product
Product Identifiers
PublisherSpringer International Publishing A&G
ISBN-103319564374
ISBN-139783319564371
eBay Product ID (ePID)238582521
Product Key Features
Number of PagesXxvi, 714 Pages
LanguageEnglish
Publication NameProbabilistic Theory of Mean Field Games with Applications I : Mean Field Fbsdes, Control, and Games
SubjectDifferential Equations / General, Probability & Statistics / General, Optimization
Publication Year2018
TypeTextbook
AuthorFrancois Delarue, René Carmona
Subject AreaMathematics
SeriesProbability Theory and Stochastic Modelling Ser.
FormatHardcover
Dimensions
Item Weight431.5 oz.
Item Length9.3 in
Item Width6.1 in
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