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Found 35 Documents (Results 1–35)

Stochastic filtering at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991). (English) Zbl 1397.60010

Probability at Saint-Flour. Berlin: Springer (ISBN 978-3-642-25429-1/pbk). v, 305 p. (2012).
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BSDEs, weak convergence and homogenization of semilinear PDEs. (English) Zbl 0959.60049

Clarke, F. H. (ed.) et al., Nonlinear analysis, differential equations and control. Proceedings of the NATO Advanced Study Institute and séminaire de mathématiques supérieures, Montréal, Canada, July 27-August 7, 1998. Dordrecht: Kluwer Academic Publishers. NATO ASI Ser., Ser. C, Math. Phys. Sci. 528, 503-549 (1999).
MSC:  60H15 93E03 35R60
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Backward stochastic differential equations and applications. (English) Zbl 0843.60054

Chatterji, S. D. (ed.), Proceedings of the international congress of mathematicians, ICM ’94, August 3-11, 1994, Zürich, Switzerland. Vol. II. Basel: Birkhäuser. 1502-1510 (1995).
Reviewer: R.Buckdahn (Brest)
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