Backward Stochastic Differential Equations (Chapman & Hall/CRC Research Notes in Mathematics, #364)

by Nicole El Karoui and Laurent Mazliak

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This book presents the texts of seminars presented during the years 1995 and 1996 at the Universite 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.
  • ISBN10 0582307333
  • ISBN13 9780582307339
  • Publish Date 17 January 1997
  • Publish Status Permanently Withdrawn
  • Out of Print 4 March 2021
  • Publish Country GB
  • Publisher Taylor & Francis Ltd
  • Imprint CRC Press
  • Format Hardcover
  • Pages 232
  • Language English