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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2014. gada 4. jūlijs |
| ISBN13 | 9783319057132 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 667 |
| Izmēri | 242 × 162 × 40 mm · 1,15 kg |
| Valoda | Vācu |
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