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Backward Stochastic Differential Equations (Research Notes in Mathematics Series)
January 17, 1997, Chapman & Hall/CRC
Paperback
in English
0582307333 9780582307339
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Backward stochastic differential equations
1997, Longman, Chapman and Hall/CRC
in English
0582307333 9780582307339
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Book Details
First Sentence
"The theory of backward stochastic differential equations (BSDE's) has been considered with great interest in the last five years because of its connections with the non-linear partial differential equations and more generally the theory of non-linear semi-groups, and stochastic control problems."
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- Created April 30, 2008
- 5 revisions
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July 31, 2019 | Edited by MARC Bot | associate edition with work OL18906908W |
April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
April 16, 2010 | Edited by bgimpertBot | Added goodreads ID. |
April 14, 2010 | Edited by Open Library Bot | Linked existing covers to the edition. |
April 30, 2008 | Created by an anonymous user | Imported from amazon.com record |