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Stochastic differential equations, backward SDEs, partial differential equations
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. It pays special attention to the relation...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2014
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-05714-9 http://cds.cern.ch/record/1742601 |