02115nam0 2200433 i 450 VAN010340820220218112845.390N978-3-319-05714-920151106d2014 |0itac50 baengCH|||| |||||Stochastic differential equations, backward SDEs, partial differential equationsEtienne Pardoux, Aurel RӑşcanuChamSpringer2014XVII, 667 p.ill.24 cm001VAN00764902001 Stochastic modelling and applied probability210 New York [etc.]Springer69VAN0240866Stochastic differential equations, backward SDEs, partial differential equations141030060H05Stochastic integrals [MSC 2020]VANC020013MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60J60Diffusion processes [MSC 2020]VANC021477MF35D40Viscosity solutions to PDEs [MSC 2020]VANC031228MFBackward Stochastic Differential EquationsKW:KFeynman-Kac formulaKW:KPartial differential equationsKW:KReflected stochastic differential equationsKW:KStochastic differential equationsKW:KViscosity solutions of second-order PDEsKW:KCHChamVANL001889PardouxEtienneVANV080705421970RӑşcanuAurelVANV080706721623Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-05714-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0103408BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4769 15EB 4769 20191107 Stochastic differential equations, backward SDEs, partial differential equations1410300UNICAMPANIA