Vetenskap & teknik
Backward Stochastic Differential Equations
N El Karoui • Laurent Mazliak
Inbunden
2079:-
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This book presents the texts of seminars presented during the years 1995 and 1996 at the Universite Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
- Format: Inbunden
- ISBN: 9780582307339
- Språk: Engelska
- Antal sidor: 232
- Utgivningsdatum: 1997-01-01
- Förlag: CRC Press