Backward stochastic differential equations

著者

• El Karoui, Nicole
• Mazliak, Laurent

書誌事項

Backward stochastic differential equations

Nicole El Karoui and Laurent Mazliak (editors)

（Pitman research notes in mathematics series, 364）

Addison Wesley Longman, c1997

内容説明・目次

内容説明

This book presents the texts of seminars presented during the years 1995 and 1996 at the Universite Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.

目次

General Results on BSDE Forward-Backward Systems Stochastic Control and BSDE Extensions and Applications

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA29434720
• ISBN:
  • 0582307333
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Harlow Essex, Eng.
• ページ数/冊数: 221 p.
• 分類:
  • NDC7 : 413
  • NDC8 : 413.6
• 親書誌ID:
  • BA00276264