BOOK-CHAPTER
Linear, degenerate backward stochastic partial differential equations
Year: 2006 Lecture notes in mathematics Pages: 103-136 Publisher: Springer Nature
Keywords:
Stochastic partial differential equation Degenerate energy levels Mathematics Applied mathematics Stochastic differential equation Mathematical analysis Partial differential equation Physics Quantum mechanics
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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