BOOK

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Keywords:
Mathematics Stochastic partial differential equation Stochastic differential equation Numerical partial differential equations First-order partial differential equation Applied mathematics Differential equation Mathematical analysis Partial differential equation Method of characteristics

Metrics

266
Cited By
8.96
FWCI (Field Weighted Citation Impact)
0
Refs
0.98
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance

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