Inverse Problems in Engineering Mechanics by 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
Language: English
Page: 635
Format: djvu
ISBN: 0080433197, 9780080433196
Publisher: Elsevier Science

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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