LEADER 00768nam0-22002771i-450- 001 990002573870403321 005 20071015121950.0 035 $a000257387 035 $aFED01000257387 035 $a(Aleph)000257387FED01 035 $a000257387 100 $a20030910d1962----km-y0itay50------ba 101 0 $afre 200 1 $aEléments d'une théorie unitaire d'univers$fJean E. Charon 210 $aGeneve$cEditions Rene Kister$d1962 215 $axv, 167 p.$d23 cm 610 0 $aFisica 676 $a530 700 1$aCharon,$bJ. E.$0368338 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990002573870403321 952 $aMXXII-B-38$b026554$fMAS 959 $aMAS 996 $aEléments d'une théorie unitaire d'univers$9435797 997 $aUNINA LEADER 02897nam 2200649 450 001 9910484376303321 005 20210215182504.0 010 $a1-280-85338-7 010 $a9786610853380 010 $a3-540-48831-6 024 7 $a10.1007/978-3-540-48831-6 035 $a(CKB)1000000000437310 035 $a(EBL)3036621 035 $a(SSID)ssj0000296736 035 $a(PQKBManifestationID)11245006 035 $a(PQKBTitleCode)TC0000296736 035 $a(PQKBWorkID)10321813 035 $a(PQKB)10430593 035 $a(DE-He213)978-3-540-48831-6 035 $a(MiAaPQ)EBC3036621 035 $a(MiAaPQ)EBC6351725 035 $a(PPN)149039212 035 $a(EXLCZ)991000000000437310 100 $a20210215d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aForward-backward stochastic differential equations and their applications /$fJin Ma, Jiongmin Yong 205 $a1st ed. 2007. 210 1$aBerlin, Heidelberg :$cSpringer,$d[2007] 210 4$d©2007 215 $a1 online resource (284 p.) 225 1 $aLecture Notes in Mathematics ;$v1702 300 $aDescription based upon print version of record. 311 $a3-540-65960-9 320 $aIncludes bibliographical references (p. [259]-268) and index. 327 $aLinear Equations -- Method of Optimal Control -- Four Step Scheme -- Linear, Degenerate Backward Stochastic Partial Di erential Equations -- The Method of Continuation -- FBSDEs with Reflections -- Applications of FBSDEs -- Numerical Methods for FBSDEs. 330 $aThis volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields. 410 0$aLecture notes in mathematics ;$v1702. 606 $aMathematics 606 $aFinance 606 $aDistribution (Probability theory) 615 0$aMathematics. 615 0$aFinance. 615 0$aDistribution (Probability theory) 676 $a510 700 $aMa$b Jin$f1956-$0726084 702 $aYong$b J$g(Jiongmin),$f1958- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910484376303321 996 $aForward-backward stochastic differential equations and their applications$92830756 997 $aUNINA LEADER 01384nam0 22002891i 450 001 UON00291830 005 20231205103924.929 100 $a20070403d1967 |0itac50 ba 101 $aspa 102 $aNL 105 $a|||| 1|||| 200 1 $aActas del segundo Congreso Internacional de Hispanistas celebrado en Nijmegen del 20 al 25 de agosto de 1965$fpublicadas bajo la dirección de Jaime Sánchez Romeralo y Norbert Poulussen 210 $aNimega$cInstituto Español de la Universidad de Nimega$d1967 215 $a714 p.$d25 cm. 606 $aLetteratura spagnola$xStudi$3UONC062153$2FI 620 $dNimega$3UONL004246 676 $a860$cLetteratura spagnola$v21 702 1$aPOULUSSEN$bNorbert$3UONV168039 702 1$aSANCHEZ ROMERALO$bJaime$3UONV168037 710 02$aCongreso Internacional de Hispanistas$f2.$f1965$cNimega$3UONV168036$0694281 712 $aInstituto Español de la Universidad de Nimega$3UONV273116$4650 801 $aIT$bSOL$c20250606$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00291830 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI SPA III 1338 b $eSI SP 3400 5 1338 b 996 $aActas del segundo Congreso Internacional de Hispanistas celebrado en Nijmegen del 20 al 25 de agosto de 1965$91251695 997 $aUNIOR