Stochastic differential equations (SDEs) are a powerful tool in
science, mathematics, economics and finance. This book will help
the reader to master the basic theory and learn some applications
of SDEs. In particular, the reader will be provided with the
backward SDE technique for use in research when considering
financial problems in the market, and with the reflecting SDE
technique to enable study of optimal stochastic population control
problems. These two techniques are powerful and efficient, and can
also be applied to research in many other problems in nature,
science and elsewhere.
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