Inverse Problems in Engineering Mechanics. G.S. Dulikravich, Masataka Tanaka

Inverse Problems in Engineering Mechanics



Download Inverse Problems in Engineering Mechanics



Inverse Problems in Engineering Mechanics G.S. Dulikravich, Masataka Tanaka ebook djvu
Publisher: Elsevier Science
Language: English
Page: 635
ISBN: 0080433197, 9780080433196

This book is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The book is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. The book can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.



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