01887nam 2200469 450 00001245120050718115400.03-540-65960-920030417d1999----km-y0itay0103----baengDEForward-backward stochastic differential equations and their applicationsJin Ma, Jiongmin YongBerlin [etc.]Springerc1999XIII, 270 p.24 cm.Lecture notes in mathematics17022001Lecture notes in mathematicsProcesso stocasticoEquazioni differenziali519.2(21. ed.)Probabilità e matematica applicata. Probabilità60H10Probability theory and stochastic processes. Stochastic analysis. Stochastic ordinary differential equations15-XXLinear and multilinear algebra; matrix theory20-XXGroup theory and generalizations30-XXFunctions of a complex variable.93E03Systems theory; control. Stochastic systems, generalMa,Jin351195Yong,Jiongmin57163ITUniversità della Basilicata - B.I.A.RICAunimarc000012451Forward-backward stochastic differential equations and their applications78858UNIBASMONSCISCIENZEEXT0020120030417BAS010948EXT0020120030422BAS011505EXT0020120030513BAS01155720050601BAS011755batch0120050718BAS01105120050718BAS01111020050718BAS01114020050718BAS011154BAS01BAS01BOOKBASA5Dipartimento MatematicaGENCollezione generaleMAT5104M51042003041751Riservati