Stochastic Processes and Related Topics
Subtitle: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 (Stochastics Monographs)
Contributors: Rainer Buckdahn (Editor); Hans J. Engelbert (Editor); Marc Yor (Editor)
Publisher: CRC
Published: May 16, 2002
Language: eng
Format: Hardcover
Number of pages: 281
ISBN-13: 9780415298834
Subjects: Business & Management; Stochastics; Mathematics; Science/Mathematics; Probability & Statistics - General; Mathematics / General; Reference; Congresses; Stochastic Processes
First sentence: Abstract The paper, written in form of a survey but including the proofs of the key results, introduces the reader into the theory of backward stochastic differential equations and backward doubly stochastic differential equations