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| Titre : | Backward stochastic differential equations |
| Auteurs : | Nicole El Karoui ; Laurent Mazliak |
| Type de document : | texte imprimé |
| Editeur : | Harlow, Essex, England : Longman, 1997 |
| Collection : | Pitman research notes in mathematics series, ISSN 0269-3674 ;, num. 364 |
| ISBN/ISSN/EAN : | 978-0-582-30733-9 |
| Format : | 221 p. / 25 cm |
| Langues: | Anglais |
| Catégories : | |
| Mots-clés: | Backward ; stochastic ; differential ; equations |
| Résumé : | This book presents the texts of seminars presented during the years 1995 and 1996 at the Université 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. |
| Note de contenu : |
N El Karoui and SJ Huang
G Barles and E Lesigne Stochastic control and BSDEs Mazliak S Hamadene JP Lepeltier and S Peng Saada SPeng S Hamadene JP Lepeltier and A Matoussi Bally Generalized discontinuous backward stochastic differential equations List of contributors |
Exemplaires (2)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| SC024220 | MA06447 | Livre | Magasin des Ouvrages | Mathématique | Exclu du prêt |
| SC024221 | MA06448 | Livre | Magasin des Ouvrages | Mathématique | Disponible |
