Backward Stochastic Differential Equations

Backward Stochastic Differential Equations
Author :
Publisher : CRC Press
Total Pages : 236
Release :
ISBN-10 : 0582307333
ISBN-13 : 9780582307339
Rating : 4/5 (339 Downloads)
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Book Synopsis Backward Stochastic Differential Equations by : N El Karoui

Download or read book Backward Stochastic Differential Equations written by N El Karoui and published by CRC Press. This book was released on 1997-01-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.


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