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Backward stochastic differential equations Book

Backward stochastic differential equations
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  • Backward stochastic differential equations
  • Written by author N El Karoui,Laurent Mazliak
  • Published by Harlow : Longman, 1997., 1997/01/17
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This book presents the texts of seminars presented during the years 1995 and 1996 at the Universit� Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.


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