1.

Record Nr.

UNICAMPANIAVAN0054455

Autore

Ma, Jin <1956-    >

Titolo

Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong

Pubbl/distr/stampa

Berlin, : Springer, 1999

Titolo uniforme

Forward-backward stochastic differential equations and their applications

ISBN

978-35-406-5960-0

Descrizione fisica

XIII, 270 p. ; 24 cm

Altri autori (Persone)

Yong, Jiongmin

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]

60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

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