Forward-backward stochastic differential equations and their applications

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フォーマット:

図書

責任表示:

Jin Ma, Jiongmin Yong

出版情報:

Berlin ; New York : Springer, c1999

形態:

xiii, 270 p. ; 24 cm

ISBN:

9783540659600 [3540659609]

シリーズ名:

Lecture notes in mathematics ; 1702 <BA00146586>

著者名:

書誌ID:

BA42208624

注記:

Includes bibliographical references (p. [259]-268) and index
"corrected 3rd printing" is c2007

子書誌情報

所蔵情報

詳細

言語:	英語
分類・件名:	LCC : QA3 LCC : QA274.23 DDC : 510 s DDC : 519.2 LCSH : Stochastic differential equations
主題:	Stochastic differential equations

内容紹介

目次情報

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1 図書 Stochastic differential equations : an introduction with applications Øksendal, Bernt Karsten, 1945- Springer	7 図書 Stochastic flows and stochastic differential equations 国田, 寛(1937-) Cambridge University Press
2 図書 Stochastic differential equations : an introduction with applications Øksendal, Bernt Karsten, 1945- Springer-Verlag	8 図書 Stochastic equations and differential geometry Belopolskaya, Ya. I., 1943-, Dalet︠s︡kiĭ, I︠U︡. L. (I︠U︡riĭ Lʹvovich), 1926- Kluwer Academic Publishers
3 図書 Stochastic differential equations : an introduction with applications Øksendal, Bernt Karsten, 1945- Springer-Verlag	9 図書 Stochastic differential equations Gikhman, I. I. (Iosif Ilʹich), 1918-, Skorokhod, A. V. (Anatoliĭ Vladimirovich), 1930- Springer-Verlag
4 図書 Theory and applications of stochastic differential equations Schuss, Zeev, 1937- Wiley	10 図書 Introduction to stochastic differential equations Gard, T. C. M. Dekker
5 図書 Stochastic controls : Hamiltonian systems and HJB equations Yong, J. (Jiongmin), 1958-, Zhou, Xun Yu Springer	11 図書 Stochastic differential equations on manifolds Elworthy, K. D. (K. David) Cambridge University Press
6 図書 Reflecting stochastic differential equations with jumps and applications Situ, Rong Chapman & Hall/CRC	12 図書 Degenerate stochastic differential equations and hypoellipticity Bell, Denis Longman