Backward Stochastic Differential Equations |
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| Author:
| Karoui, N. El
Mazliak, Laurent |
| Series title: | Chapman and Hall/CRC Research Notes in Mathematics Ser. |
| ISBN: | 978-0-582-30733-9 |
| Publication Date: | Jan 1997 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Hardback |
| List Price: | AUD $249.99 |
Book Description:
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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.
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.