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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| 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 |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054455 |
Ma, Jin <1956- >
|
||
| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| 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 |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00054455 |
|
Ma, Jin <1956- >
|
||
| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Edizione | [Berlin : Springer, 1999] |
| Descrizione fisica | Pubblicazione disponibile anche in formato elettronico |
| Altri autori (Persone) | Yong, Jiongmin |
| 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] |
| ISBN | 8-3-540-65960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054455 |
|
Ma, Jin <1956- >
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||