LIBROS DEL AUTOR: etienne pardoux

6 resultados para LIBROS DEL AUTOR: etienne pardoux

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Stochastic Partial Differential Equations

Étienne Pardoux

This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book...

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79,09 €
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Aurel Rӑşcanu / Etienne Pardoux

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions,...

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93,80 €
Stochastic Filtering at Saint-Flour

Etienne Pardoux / Marc Yor / Nicole El Karoui

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage. ...

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60,03 €
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Bernard Lapeyre / Etienne Pardoux / Remi Sentis

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107,65 €
Methodes de Monte-Carlo Pour Les Equations de Transport Et de Diffusion

Bernard Lapeyre / Etienne Pardoux / Remi Sentis

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54,45 €
Ecole d’Ete de Probabilites de Saint-Flour XIX - 1989

Donald L. Burkholder / Etienne Pardoux

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84,81 €