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Télécharger le livre : Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Etienne Pardoux , Aurel R?Scanu
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays...
Editeur : Springer
Parution : 2014-06-24
Collection : Stochastic Modelling and Applied Probability
Format(s) : ePub
137,14 €
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Télécharger le livre : Markov Processes and Applications
Etienne Pardoux
Markov Processes and Applications
"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are...
Editeur : Wiley
Parution : 2008-11-20
Collection : Wiley Series in Probability and Statistics
Format(s) : PDF
83,29 €
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