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About this product
- DescriptionThis 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.
- Author BiographyEtienne Pardoux: Born in 1947, graduated from Ecole Polytechnique (1970), Thesis Univ. Paris-Sud 1975, CNRS Research Assoc. 1970-79, Maitre de Conferences, then Professor Univ. d'Aix-Marseille since 1979. Member of the Institute for Advanced Study, Princeton NJ, 1986-1987. Member of the Institut Universitaire de France, 1992-2002. Pardoux has published more than 140 papers on nonlinear filtering, stochastic partial differential equations, anticipating stochastic calculus, backward stochastic differential equations, homogenization and probabilistic models in evolutionary biology, and three books.Aurel Rascanu: Born 1950, Graduated from Alexandru Ioan Cuza University of Iasi (UAIC-Iasi), Romania (1974), Thesis UAIC-Iasi 1983, Assistant (1978-1985), Lecturer (1985-1990), Doctor (1990-1997), Professor (since 1997) at UAIC-Iasi, Dean of Faculty of Mathematics (1990-1992) and Head of the Department of Applied Mathematics (2000-2004) at UAIC Iasi. He has written 35 scientific papers. His scientific research is in stochastic differential equations, stochastic variational inequalities, approximation and numerical simulation, stochastic optimal control, viability and invariance, and probabilistic methods in the study of partial differential equations.
- Author(s)Aurel Rascanu,Etienne Pardoux
- PublisherSpringer International Publishing AG
- Date of Publication26/06/2014
- Series TitleStochastic Modelling and Applied Probability
- Series Part/Volume Number69
- Place of PublicationCham
- Country of PublicationSwitzerland
- ImprintSpringer International Publishing AG
- Content NoteXVII, 667 p.
- Weight1190 g
- Width155 mm
- Height235 mm
- Edition Statement2014 ed.
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