01577nam0 2200349 i 450 SUN010340820151120101600.4988-3-319-05713-20.00N978-3-319-05714-920151106d2014 |0engc50 baengCH|||| |||||*Stochastic differential equations, backward SDEs, partial differential equationsEtienne Pardoux, Aurel RӑşcanuCham : Springer, 2014XVII667 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN00764902001 *Stochastic modelling and applied probability69210 New YorkSpringer1975-2014.60H05Stochastic integrals [MSC 2020]MFSUNC02001360H10Stochastic ordinary differential equations [MSC 2020]MFSUNC02068260J60Diffusion processes [MSC 2020]MFSUNC02147735D40Viscosity solutions to PDEs [MSC 2020]MFSUNC031228CHChamSUNL001889Pardoux, EtienneSUNV080705421970Rӑşcanu, AurelSUNV080706721623SpringerSUNV000178650ITSOL20201019RICAhttp://dx.doi.org/10.1007/978-3-319-05714-9SUN0103408BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4769 15EB 4769 20191107 Stochastic differential equations, backward SDEs, partial differential equations1410300UNICAMPANIA