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Latest revision as of 08:21, 3 July 2024

scientific article; zbMATH DE number 5798945
Language Label Description Also known as
English
Probabilistic methods for semilinear partial differential equations. Applications to finance
scientific article; zbMATH DE number 5798945

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    Probabilistic methods for semilinear partial differential equations. Applications to finance (English)
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    12 October 2010
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    probabilistic methods
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    semilinear PDEs
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    BSDEs Monte Carlo methods
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    Malliavin calculus
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    cubature methods
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