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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations - Etienne Pardoux - Bog

Bag om Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319057132
  • Indbinding:
  • Hardback
  • Sideantal:
  • 667
  • Udgivet:
  • 4. juli 2014
  • Udgave:
  • 2014
  • Størrelse:
  • 242x162x40 mm.
  • Vægt:
  • 1154 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Brugerbedømmelser af Stochastic Differential Equations, Backward SDEs, Partial Differential Equations



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