Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 19:05, 5 March 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 |
Statements
Probabilistic methods for semilinear partial differential equations. Applications to finance (English)
0 references
12 October 2010
0 references
probabilistic methods
0 references
semilinear PDEs
0 references
BSDEs Monte Carlo methods
0 references
Malliavin calculus
0 references
cubature methods
0 references