Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong

• Autore: Ma, Jin <1956- >
• Pubblicazione: Berlin, : Springer, 1999
• Titolo uniforme: Forward-backward stochastic differential equations and their applications
• Descrizione fisica: XIII, 270 p. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
• Soggetto non controllato: Backward Stochastic Partial Differential Equations; Black's Consol Rate Conjecture; Boundary Value Problems; Forward-Backward Stochastic Differential Equations; Four Step Scheme; Nodal Solutions; Partial differential equations; Quantitative Finance
• Altri autori: Yong, Jiongmin
• Note generali: Pubblicazione disponibile anche in formato elettronico
• Titolo autorizzato: Forward-backward stochastic differential equations and their applications
• ISBN: 978-35-406-5960-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0054455
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-540-48831-6