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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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Finnes også som:
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
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 4. juli 2014 |
| ISBN13 | 9783319057132 |
| Utgivere | Springer International Publishing AG |
| Antall sider | 667 |
| Mål | 242 × 162 × 40 mm · 1,15 kg |
| Språk | Tysk |
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