Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (Bog, Hardback, Engelsk) af Etienne Pardoux

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

(Bog, Hardback, Engelsk)
Forfattere: Etienne Pardoux, Aurel R?scanu



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Beskrivelse

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

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Alle detaljer

Forlag Springer International Publishing AG
Forfattere Etienne Pardoux, Aurel R?scanu
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2014 ed.
Udgivelsesdato 04-07-2014
Første udgivelsesår 2014
Serie Stochastic Modelling and Applied Probability
Illustrationer XVII, 667 p.
Originalsprog Switzerland
Sideantal 667
Indbinding Hardback
Forlag Springer International Publishing AG
Sideoplysninger 667 pages, XVII, 667 p.
Mål 162 x 242 x 40
ISBN-13 / EAN-13 9783319057132