Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (Stochastic Modelling and Applied Probability)

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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (Stochastic Modelling and Applied Probability)

Pardoux, Etienne/ Rӑşcanu, Aurel

Springer International Publishing AG（2016/08発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 667 p.
言語 ENG
商品コード 9783319347752
DDC分類 515.353

Full Description

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.