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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) |
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 |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005955736 |
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E-Collection record created: Tue, 19 Jan 2010, 05:26:37 CET