Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
作者： Aurel Răşcanu , Etienne Pardoux
DOI:
关键词:
摘要: Introduction.- Background of Stochastic Analysis.- Ito's Calculus.- Differential Equations.- SDE with Multivalued Drift.- Backward SDE.- Annexes.- Bibliography.- Index.
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