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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:
  • 9783319347752
  • Indbinding:
  • Paperback
  • Sideantal:
  • 667
  • Udgivet:
  • 23. august 2016
  • Udgave:
  • 12014
  • Størrelse:
  • 235x155x35 mm.
  • 1-2 uger.
  • 15. januar 2025
På lager
Forlænget returret til d. 31. januar 2025
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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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