- About MAA
- Membership
- MAA Publications
- Periodicals
- Blogs
- MAA Book Series
- MAA Press (an imprint of the AMS)
- MAA Notes
- MAA Reviews
- Mathematical Communication
- Information for Libraries
- Author Resources
- Advertise with MAA
- Meetings
- Competitions
- Programs
- Communities
- MAA Sections
- SIGMAA
- MAA Connect
- Students
- MAA Awards
- Awards Booklets
- Writing Awards
- Teaching Awards
- Service Awards
- Research Awards
- Lecture Awards
- Putnam Competition Individual and Team Winners
- D. E. Shaw Group AMC 8 Awards & Certificates
- Maryam Mirzakhani AMC 10 A Awards & Certificates
- Two Sigma AMC 10 B Awards & Certificates
- Jane Street AMC 12 A Awards & Certificates
- Akamai AMC 12 B Awards & Certificates
- High School Teachers
- News
You are here
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Publisher:
Springer
Publication Date:
2014
Number of Pages:
667
Format:
Hardcover
Series:
Stochastic Modelling and Applied Probability 69
Price:
189.00
ISBN:
9783319057132
Category:
Monograph
We do not plan to review this book.
Introduction.- Background of Stochastic Analysis.- Ito’s Stochastic Calculus.- Stochastic Differential Equations.- SDE with Multivalued Drift.- Backward SDE.- Annexes.- Bibliography.- Index.
- Log in to post comments
