MPG.eBooks - Search Results - (("Partial differential equation") OR ("Partial difference equations"))

1

by Biagini, Francesca, Hu, Yaozhong, Øksendal, Bernt, Zhang, Tusheng
Published 2008

Springer London

Table of Contents: “... of stochastic calculus -- Fractional Brownian motion in finance -- Stochastic partial differential equations...”

2

Published 2011

Springer Berlin Heidelberg

Table of Contents: “...Dynamic risk measures -- Ambit processes and stochastic partial differential equations...”

3

by Øksendal, Bernt, Sulem, Agnès
Published 2007

Springer Berlin Heidelberg

“... theory and partial differential equations. In the 2nd edition there is a new chapter on optimal control...”

4

by Øksendal, Bernt, Sulem, Agnès
Published 2005

Springer Berlin Heidelberg

“... assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations...”