Backward stochastic differential equations

Author(s)

• El Karoui, Nicole
• Mazliak, Laurent

Bibliographic Information

Backward stochastic differential equations

Nicole El Karoui and Laurent Mazliak (editors)

（Pitman research notes in mathematics series, 364）

Addison Wesley Longman, c1997

Description and Table of Contents

Description

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.

Table of Contents

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

by "Nielsen BookData"

Details

• NCID: BA29434720
• ISBN:
  • 0582307333
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Harlow Essex, Eng.
• Pages/Volumes: 221 p.
• Classification:
  • NDC7 : 413
  • NDC8 : 413.6
• Parent Bibliography ID:
  • BA00276264