Backward stochastic differential equations
By: Nicole El Karoui and Laurent Mazliak (editors).
Contributors: El Karoui, Nicole.; Mazliak, Laurent.
Series: Pitman research notes in mathematics series -- 364.
Publisher: Longman; Chapman and Hall/CRC
Published: 1997
Place of publication: Harlow
Language: eng
Number of pages: 221
Subjects: Stochastic differential equations.
Notes: Includes bibliographies.