Backward Stochastic Differential Equations

The book offers a comprehensive exploration of stochastic differential equations and their interrelations with backward stochastic differential equations and partial differential equations. It delves into advanced topics such as nonlinear expectation and second order backward stochastic differential equations, while also addressing the fully nonlinear theory. Additionally, it includes applications, numerical algorithms, and numerous exercises to reinforce understanding, making it a valuable resource for both students and practitioners in the field.