Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

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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. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends th...

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119.50 £

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. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends th...

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  • Formats: pdf
  • ISBN: 9783319057149
  • Publication Date: 24 Jun 2014
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM