Backward Stochastic Differential Equations

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Focusing on stochastic differential equations and their connections to partial differential equations, this book presents a systematic approach that includes both backward stochastic differential equations and the latest advances in fully nonlinear theory. It covers topics such as nonlinear expectation and second order backward stochastic differential equations, along with path-dependent partial differential equations. The text also features practical applications, numerical algorithms, and numerous exercises to enhance understanding.