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

af Etienne Pardoux, Aurel R scanu

indgår i Stochastic Modelling and Applied Probability serien

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations af Etienne Pardoux
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.
  • 2-15 hverdage.
  • 9. december 2024
På lager

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

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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.

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