Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
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| Autore: |
Pardoux, Etienne
|
| Titolo: |
Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
|
| Pubblicazione: | Cham, : Springer, 2014 |
| Titolo uniforme: | Stochastic differential equations, backward SDEs, partial differential equations |
| Descrizione fisica: | XVII, 667 p. : ill. ; 24 cm |
| Soggetto topico: | 60H05 - Stochastic integrals [MSC 2020] |
| 60H10 - Stochastic ordinary differential equations [MSC 2020] | |
| 60J60 - Diffusion processes [MSC 2020] | |
| 35D40 - Viscosity solutions to PDEs [MSC 2020] | |
| Soggetto non controllato: | Backward Stochastic Differential Equations |
| Feynman-Kac formula | |
| Partial differential equations | |
| Reflected stochastic differential equations | |
| Stochastic differential equations | |
| Viscosity solutions of second-order PDEs | |
| Altri autori: |
Rӑşcanu, Aurel
|
| Titolo autorizzato: | Stochastic differential equations, backward SDEs, partial differential equations |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0103408 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-3-319-05714-9 |
| Opac: | Controlla la disponibilità qui |
Serie:
Stochastic modelling and applied probability New York [etc.] . -Springer ; 69