scientific article; zbMATH DE number 5052223
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Publication:5486561
zbMath1191.91052MaRDI QIDQ5486561
Mireille Bossy, Denis Talay, Christophe Berthelot
Publication date: 11 September 2006
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789812702852/9789812702852_0001.html
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Portfolio theory (91G10)
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