Backward Stochastic Differential Equations
Author:   N El Karoui (University of Paris) ,  Laurent Mazliak (Universite Paris VI, Paris, France) ,  N El Karoui ,  Nicole El Karoui
Publisher:   Taylor & Francis Ltd
Volume:   364
ISBN:  

9780582307339


Pages:   232
Publication Date:   17 January 1997
Format:   Hardback
Availability:   Out of stock   Availability explained


Our Price $382.67 Quantity:  
Add to Cart

Share |

Backward Stochastic Differential Equations


Add your own review!

Overview

This book presents the texts of seminars presented during the years 1995 and 1996 at the Universite Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.

Full Product Details

Author:   N El Karoui (University of Paris) ,  Laurent Mazliak (Universite Paris VI, Paris, France) ,  N El Karoui ,  Nicole El Karoui
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
Volume:   364
Dimensions:   Width: 21.60cm , Height: 1.40cm , Length: 27.90cm
Weight:   0.399kg
ISBN:  

9780582307339


ISBN 10:   0582307333
Pages:   232
Publication Date:   17 January 1997
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

Table of Contents

General Results on BSDE Forward-Backward Systems Stochastic Control and BSDE Extensions and Applications

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now