Work

Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

Year: 2003

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/978-3-540-40004-2_12

Author: François Delarue

Institutions: Institut national de recherche en sciences et technologies du numérique, Institut de Mathématiques de Marseille

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2506148458

FWCI: 4.311

Cites: 12

Cited by: 59

Related to: 10