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Stochastic Analysis and Related Topics VI

Stochastic Analysis and Related Topics VI The Geilo Workshop 1996 - Progress in Probability S.

Hardback (31 Dec 1997)

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Publisher's Synopsis

Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.

Book information

ISBN: 9783764340186
Publisher: Birkhauser Verlag AG
Imprint: Birkhauser Verlag AG
Pub date:
DEWEY: 519.2
Language: English
Number of pages: 432
Weight: -1g
Height: 240mm