Stochastic differential equations, backward sdes, partial differential equations
Auteur :
Pardoux, Etienne / RÓ‘ÅŸcanu, Aurel
Éditeur :
Springer International Publishing AG
ISBN :
9783319057132
Date de publication :
4 juil. 2014
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.