Stochastic Analysis and Related Topics VI
The Geilo Workshop, 1996
Published in December 1997
Book
Hardback
424 pages
978-3-7643-4018-6 (ISBN)
Description
Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.
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Laurent Decreusefond | Jon Gjerde | Bernt Oksendal
Stochastic Analysis and Related Topics VI
Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996
Book
12/1998
Birkhauser Boston Inc
€106.99
Shipment within 15-20 days
Content
Part 1 Main lectures: stochastic differential systems with memory - theory, examples and applications, S.E.A. Mohammed; backward stochastic differential equations and viscosity solutions of systems of semi-linear parabolic and elliptic PDEs of second order, E. Pardoux. Part 2 Contributed papers. (Part contents)