Backward stochastic differential equations with super-quadratic growth
Open access
Date
2009Type
- Doctoral Thesis
ETH Bibliography
yes
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https://doi.org/10.3929/ethz-a-005955736Publication status
publishedExternal links
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Publisher
ETHSubject
STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); NÜTZLICHKEITSTHEORIE (OPERATIONS RESEARCH); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); UTILITY THEORY (OPERATIONS RESEARCH); RISK THEORY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY)Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 18734, 2009.More
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ETH Bibliography
yes
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