Stochastic Analysis and Related Topics VI The Geilo Workshop 1996
Innbundet /
1997
/ Engelsk
Produktdetaljer
ISBN
9783764340186
Publisert
1997-12
Utgiver
Vendor
Birkhauser Verlag AG
Høyde
240 mm
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
432
Forfatter
Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.
Part 1 Main lectures: stochastic differential systems with memory - theory, examples and applications, S.E.A. Mohammed; backward stochastic differential equations and viscosity solutions of systems of semi-linear parabolic and elliptic PDEs of second order, E. Pardoux. Part 2 Contributed papers. (Part contents)
Les mer
Produktdetaljer
ISBN
9783764340186
Publisert
1997-12
Utgiver
Vendor
Birkhauser Verlag AG
Høyde
240 mm
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
432
Forfatter