Backward Stochastic Differential Equations

Nicole El Karoui, Laurent Mazliak

Anno: 1997
Rilegatura: Hardback
Pagine: 232 p.
Testo in English
Dimensioni: 279 x 216 mm
Peso: 399 gr.
  • EAN: 9780582307339
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Descrizione
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.