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Probabilities 27 Probability Theory and Stochastic Processes 27 Partial Differential Equations 13 Partial differential equations 13 Economics, Mathematical 11 Quantitative Finance 11 Stochastic differential equations 11 more ...
Probabilities 27 Probability Theory and Stochastic Processes 27 Partial Differential Equations 13 Partial differential equations 13 Economics, Mathematical 11 Quantitative Finance 11 Stochastic differential equations 11 more ...
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“... -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs...”
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Published 2007
Subjects: ';
“...Stochastic differential equations...”
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Published 2009
Subjects: ';
“...Stochastic differential equations...”
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Table of Contents: ';
“...Introduction -- Stochastic Calculus -- Backward Stochastic Differential Equations – the General...”
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“... Switching (**) -- 12.Backward Stochastic Differential Equations -- 13.Analytic Approach -- 14.Extensions...”
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“... Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces...”
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Table of Contents: ';
“... of Time and Measure -- 10 Stochastic Differential Equations -- References -- Index....”
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Published 2018
Table of Contents: ';
“...Queueing theory -- Stochastic processes -- Markov processes -- Stochastic differential equations...”Get full text