Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong

Auteur principal : Ma, Jin, 1956-, AuteurCo-auteur : Yong, Jiongmin, 1958-, AuteurType de document : MonographieCollection : Lecture notes in mathematics, 1702Langue : anglais.Pays: Allemagne.Mention d'édition: 3rd corrected printingÉditeur : Berlin : Springer, 2007Description : 1 vol. (XIII-270 p.) ; 24 cmISBN: 9783540659600.ISSN: 0075-8434.Bibliographie : Bibliogr. p. [259]-268. Index.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
60H15, Probability theory and stochastic processes - Stochastic analysis, Stochastic partial differential equations
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equationsEn-ligne : Springerlink
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Bibliogr. p. [259]-268. Index

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