Backward stochastic differential equations with super-quadratic growth

Metadata Label Value
Author(s): Bao, Xiaobo
Publisher: ETH
Citation:

Bao, Xiaobo. Backward stochastic differential equations with super-quadratic growth. ETH (2009). http://dx.doi.org/10.3929/ethz-a-005955736

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (110.63KB) , Fulltext (502.23KB)
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Detailed Information

Metadata Description
Title Backward stochastic differential equations with super-quadratic growth
Author(s) Bao, Xiaobo
Publication Place Zürich
Publisher ETH
Publication Date 2009
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 18734, 2009
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005955736
Subject(s) Operations Research
Mathematical Statistics
Keyword(s) STOCHASTIC DIFFERENTIAL EQUATIONS
PROBABILITY THEORY
UTILITY THEORY
RISK THEORY
MARKOV PROCESSES
Description File Name MIME Type Size
Abstract   eth-582-01.pdf application/pdf 110.63KB
Fulltext   eth-582-02.pdf application/pdf 502.23KB
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E-Collection record created: Tue, 19 Jan 2010, 05:26:37 CET