LEADER 02115nam0 2200433 i 450 001 VAN0103408 005 20220218112845.390 017 70$2N$a978-3-319-05714-9 100 $a20151106d2014 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aStochastic differential equations, backward SDEs, partial differential equations$fEtienne Pardoux, Aurel R??canu 210 $aCham$cSpringer$d2014 215 $aXVII, 667 p.$cill.$d24 cm 410 1$1001VAN0076490$12001 $aStochastic modelling and applied probability$1210 $aNew York [etc.]$cSpringer$v69 500 1$3VAN0240866$aStochastic differential equations, backward SDEs, partial differential equations$91410300 606 $a60H05$xStochastic integrals [MSC 2020]$3VANC020013$2MF 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a60J60$xDiffusion processes [MSC 2020]$3VANC021477$2MF 606 $a35D40$xViscosity solutions to PDEs [MSC 2020]$3VANC031228$2MF 610 $aBackward Stochastic Differential Equations$9KW:K 610 $aFeynman-Kac formula$9KW:K 610 $aPartial differential equations$9KW:K 610 $aReflected stochastic differential equations$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aViscosity solutions of second-order PDEs$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aPardoux$bEtienne$3VANV080705$0421970 701 1$aR??canu$bAurel$3VANV080706$0721623 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-05714-9$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN0103408 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