Backward Stochastic Differential Equations

Know about the book -

Backward Stochastic Differential Equations is written by N El Karoui and published by CRC Press. It's available with International Standard Book Number or ISBN identification 0582307333 (ISBN 10) and 9780582307339 (ISBN 13).

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.