SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations · Study

BookStochastic Differential Equations, Backward SDEs, Partial Differential Equations

Étienne Pardoux2014

Book2014

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Étienne Pardoux · Aurel Răşcanu

280 citations·0/0 files stored·Stochastic modelling and applied probability

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Differential Equations and Boundary Problems

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 280 citations exist upstream.

Cited by

2019The Master Equation and the Convergence Problem in Mean Field Games 2015Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process 2017Backward Stochastic Differential Equations 2017Smooth solutions to portfolio liquidation problems under price-sensitive market impact 2019A Stackelberg Game of Backward Stochastic Differential Equations with Applications 2023Numerical methods for backward stochastic differential equations: A survey 2021On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations 2018General mean-field BSDEs with continuous coefficients

Details

Year2014

Typebook

Published2014-01-01

VenueStochastic modelling and applied probability

ISSN-L2197-4381

Languageen

Citations280

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-319-05714-9

openalex_workW579287291

Links

Imported from OpenAlex (CC0) — nothing here is generated.