02335nam0 2200469 i 450 VAN005445520240212112137.351978-35-406-5960-020061013d1999 |0itac50 baengDE|||| |||||Forward-backward stochastic differential equations and their applicationsJin Ma, Jiongmin YongBerlinSpringer1999XIII, 270 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1702VAN0234398Forward-backward stochastic differential equations and their applications142503160-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MFBackward Stochastic Partial Differential EquationsKW:KBlack's Consol Rate ConjectureKW:KBoundary Value ProblemsKW:KForward-Backward Stochastic Differential EquationsKW:KFour Step SchemeKW:KNodal SolutionsKW:KPartial differential equationsKW:KQuantitative FinanceKW:KBerlinVANL000066MaJin1956- VANV043051726084YongJiongminVANV04305357163Springer <editore>VANV108073650Ma, ChinMa, Jin <1956- >VANV043052ITSOL20240614RICAhttps://doi.org/10.1007/978-3-540-48831-6https://doi.org/10.1007/978-3-540-48831-6BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0054455BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 2561 08 5316 I 20061013 Forward-backward stochastic differential equations and their applications1425031UNICAMPANIA