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00508nam ac200193 k 4500
000003591581
20220101120000
ta
010731s1997 US 000 eng
▼a 0582307333
▼a 211070
▼c 211070
▼l WM0003031660
▼a QA274.2
▼a QA274.2
▼b K3
▼a BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS/
▼d EL KAROUI,NICOLE;
▼e MAZLIAK,LAURENT
▼a HARLOW:
▼b LONGMAN,
▼c 1997.
▼a 221p.
▼a EL KAROUI,NICOLE
▼a MAZLIAK,LAURENT
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0582307333 |
| 분류기호 : | QA274.2 |
| 서명/저자사항 : | BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS/ EL KAROUI,NICOLE; MAZLIAK,LAURENT |
| 발행사항 : | HARLOW: LONGMAN, 1997. |
| 형태사항 : | 221p. |
| 개인저자 : | EL KAROUI,NICOLE |
| 개인저자 : | MAZLIAK,LAURENT |
| 언어 | 영어 |
WMO199931327
권 호 : 221
발행년 : 1997
서 명 : BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
발행처 : EL KAROUI,NICOLE
목차
1. BACKWARD STOCHASTIC DIFFERNTIAL EQUATIONS
2. A GENERAL RESULT OF EXISTENCE AND UNIQUENESS OF BACKWARD DIFFERENTIAL
3. EQUATIONS
4. SOLUTIONS OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
5. SDE,BSDE AND PDE
6. STOCHASTIC CONTROL AND BSDES
7. THE MAXIMUM PRINCIPLE IN STOCHASTIC CONTROL AND BACKWARD EQUATIONS
8. BSDES WITH CONTINUOUS COEFFICIENTS AND STOCHASTIC DIFFERENTIAL GAMES
9. OBSERBABILITY CONE OF A CONSTRAINED STOCHASTIC PROCESS
10. BACKWARD SDE AND RELATED G-EXPECTATION
11. DOUBLE BARRIER BACKWARD SDES WITH CONTINUOUS COEFFICIENT
12. APPROXIMATION SCHEME FOR SOLUTIONS OF BSDE
13. GENERALIZED THEOREMS AND HOMOGENIZATION OF NONLINEAR PDES WITH PERIO-
14. DIC STRUCTURES
15. GENERALIZED DISCONTINUOUS BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
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