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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations - Stochastic Modelling and Applied Probability Etienne Pardoux 2014 edition
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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations - Stochastic Modelling and Applied Probability
Etienne Pardoux
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.
684 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 4 de julio de 2014 |
| ISBN13 | 9783319057132 |
| Editores | Springer International Publishing AG |
| Páginas | 667 |
| Dimensiones | 242 × 162 × 40 mm · 1,15 kg |
| Lengua | Alemán |
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