LEADER 01577nam0 2200349 i 450 
001 SUN0103408
005 20151120101600.498
010   $a8-3-319-05713-2$d0.00
017 70$2N$a978-3-319-05714-9
100   $a20151106d2014       |0engc50      ba
101   $aeng
102   $aCH
105   $a||||    |||||
200 1 $a*Stochastic differential equations, backward SDEs, partial differential equations$fEtienne Pardoux, Aurel R??canu
205   $aCham : Springer, 2014
210   $aXVII$d667 p.$cill. ; 24 cm
215   $aPubblicazione in formato elettronico
410  1$1001SUN0076490$12001 $a*Stochastic modelling and applied probability$v69$1210  $aNew York$cSpringer$d1975-2014.
606   $a60H05$xStochastic integrals [MSC 2020]$2MF$3SUNC020013
606   $a60H10$xStochastic ordinary differential equations [MSC 2020]$2MF$3SUNC020682
606   $a60J60$xDiffusion processes [MSC 2020]$2MF$3SUNC021477
606   $a35D40$xViscosity solutions to PDEs [MSC 2020]$2MF$3SUNC031228
620   $aCH$dCham$3SUNL001889
700  1$aPardoux$b, Etienne$3SUNV080705$0421970
701  1$aR??canu$b, Aurel$3SUNV080706$0721623
712   $aSpringer$3SUNV000178$4650
801   $aIT$bSOL$c20201019$gRICA
856 4 $uhttp://dx.doi.org/10.1007/978-3-319-05714-9
912   $aSUN0103408
950   $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS      SBA EBOOK 4769                      $e15EB 4769              20191107            
996   $aStochastic differential equations, backward SDEs, partial differential equations$91410300
997   $aUNICAMPANIA