Stochastic differential equations, backward SDEs, partial differential equations

Author(s)

    • Pardoux, Etienne
    • Răşcanu, Aurel

Bibliographic Information

Stochastic differential equations, backward SDEs, partial differential equations

Etienne Pardoux, Aurel Răşcanu

(Stochastic modelling and applied probability, 69)

Springer, c2014

Available at  / 23 libraries

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Note

Includes bibliographical references (p. 659-662) and index

Related Books: 1-1 of 1

Details

  • NCID
    BB16058394
  • ISBN
    • 9783319057132
  • LCCN
    2014941443
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Cham
  • Pages/Volumes
    xvii, 667 p.
  • Size
    25 cm
  • Parent Bibliography ID
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