MA160exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

Exercise sheet 11

Exercises and solutions in LaTex

Exercise sheet 5

Exercises and solutions in LaTex

Exercise sheet 3

Exercises and solutions in LaTex

Exercise sheet 1 pdf

Exercises and solutions in PDF

Exercise sheet 3 pdf

Exercises and solutions in PDF

MA17xexam01pdf

Exam questions and solutions in PDF

Exercise sheet 1 pdf

Exercises and solutions in PDF

Exercise sheet 1

Exercises and solutions in LaTex

Exercise sheet 1

Exercises and solutions in LaTex

MA160exam01pdf

Exam questions and solutions in PDF

MA160exam00pdf

Exam questions and solutions in PDF

Exercise sheet 2

Exercises and solutions in LaTex

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

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.