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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations - Stochastic Modelling and Applied Probability Etienne Pardoux Softcover reprint of the original 1st ed. 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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 23, 2016 |
| ISBN13 | 9783319347752 |
| Publishers | Springer International Publishing AG |
| Pages | 667 |
| Dimensions | 155 × 235 × 35 mm · 1.03 kg |
| Language | German |
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