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Stochastic Differential Equations, Backward Sdes, Partial Differential Equations

by Aurel R?Scanu e Etienne Pardoux
language: english
Publisher: Springer International Publishing AG, July of 2014 ‧
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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.

Stochastic Differential Equations, Backward Sdes, Partial Differential Equations

by Aurel R?Scanu e Etienne Pardoux

Property Description
ISBN: 9783319057132
Publisher: Springer International Publishing AG
Release Date: July of 2014
Language: English
Dimensions: 242 x 162 x 40 mm
Cover: Hardcover
Pages: 667
Format: Book
Collection: Stochastic Modelling And Applied Probability
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9783319057132