Backward Stochastic Differential Equations; Paperback

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Backward Stochastic Differential Equations

Paperback
232 pages
Published: January 1997
CRC Press
ISBN: 0582307333

Presenting seminars given in 1995 and 1996 at the University of Paris VI, this text surveys the subject of backward stochastic differential equations. It may be read as an introduction to the topic as well as a reference to more recent developments of the theory.

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