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Forward-Backward Stochastic Differential Equations And Their Applications eBook
idioma: inglês
Editor:
Springer Berlin Heidelberg, abril de 2007 ‧
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72,86€
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
Presents techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation. This volume is a survey/monograph on the theory of forward-backward stochastic differential equations (FBSDEs). It is suitable for readers with basic knowledge of stochastic differential equations.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783540488316 |
| Editor: | Springer Berlin Heidelberg |
| Data de Lançamento: | abril de 2007 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Lecture Notes In Mathematics |
| Classificação Temática: |
eBooks em Inglês
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Ciências Exatas e Naturais
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Matemática
eBooks em Inglês > Economia, Finanças e Contabilidade > Economia |
| EAN: | 9783540488316 |
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