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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Etienne Pardoux and Aurel Rӑşcanu
Publisher: 
Springer
Publication Date: 
2014
Number of Pages: 
667
Format: 
Hardcover
Series: 
Stochastic Modelling and Applied Probability 69
Price: 
189.00
ISBN: 
9783319057132
Category: 
Monograph
We do not plan to review this book.

Introduction.- Background of Stochastic Analysis.- Ito’s Stochastic Calculus.- Stochastic Differential Equations.- SDE with Multivalued Drift.- Backward SDE.- Annexes.-  Bibliography.- Index. ​

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