Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

Autoria(s): Serrano, Rafael
Data(s)

2014
Resumo

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.
Formato

application/pdf
Identificador

http://repository.urosario.edu.co/handle/10336/10863
Idioma(s)

eng
Publicador

Facultad de Economía
Relação

Serie documentos de trabajo. No 168 (Octubre 2014)

https://ideas.repec.org/p/col/000092/012231.html
Direitos

info:eu-repo/semantics/openAccess
Fonte

instname:Universidad del Rosario

reponame:Repositorio Institucional EdocUR

instname:Universidad del Rosario

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Palavras-Chave #Matemáticas #Ecuaciones diferenciales #Análisis matemático #515.35 #backward stochastic differential equation #viscosity solution #semilinear partial differential equation
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