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Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
| Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu |
| Autore | Pardoux, Etienne |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XVII, 667 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rӑşcanu, Aurel |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103408 |
Pardoux, Etienne
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
| Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu |
| Autore | Pardoux, Etienne |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XVII, 667 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rӑşcanu, Aurel |
| Soggetto topico |
35D40 - Viscosity solutions to PDEs [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103408 |
|
Pardoux, Etienne
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||