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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. It pays special attention to the relation...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Édition: | 1st ed. 2014. |
| Collection: | Stochastic Modelling and Applied Probability,
69 |
| Sujets: | |
| Accès en ligne: | Texto Completo |