Équations aux dérivées partielles stochastiques nonlinéaires et solutions de viscosité
Pierre-Louis Lions[1]; Panagiotis E. Souganidis[2]
- [1] CEREMADE - URA C.N.R.S. 749, Université Paris 9 - Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris Cedex 16
- [2] Department of Mathematics, University of Wisconsin at Madison, Madison, Wisconsin 53706
Séminaire Équations aux dérivées partielles (1998-1999)
- Volume: 1998-1999, page 1-13
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topLions, Pierre-Louis, and Souganidis, Panagiotis E.. "Équations aux dérivées partielles stochastiques nonlinéaires et solutions de viscosité." Séminaire Équations aux dérivées partielles 1998-1999 (1998-1999): 1-13. <http://eudml.org/doc/10970>.
@article{Lions1998-1999,
affiliation = {CEREMADE - URA C.N.R.S. 749, Université Paris 9 - Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris Cedex 16; Department of Mathematics, University of Wisconsin at Madison, Madison, Wisconsin 53706},
author = {Lions, Pierre-Louis, Souganidis, Panagiotis E.},
journal = {Séminaire Équations aux dérivées partielles},
keywords = {Brownian motion; Markov process; stochastic control; filtering; finance; oscillating coefficients},
language = {fre},
pages = {1-13},
publisher = {Centre de mathématiques Laurent Schwartz, École polytechnique},
title = {Équations aux dérivées partielles stochastiques nonlinéaires et solutions de viscosité},
url = {http://eudml.org/doc/10970},
volume = {1998-1999},
year = {1998-1999},
}
TY - JOUR
AU - Lions, Pierre-Louis
AU - Souganidis, Panagiotis E.
TI - Équations aux dérivées partielles stochastiques nonlinéaires et solutions de viscosité
JO - Séminaire Équations aux dérivées partielles
PY - 1998-1999
PB - Centre de mathématiques Laurent Schwartz, École polytechnique
VL - 1998-1999
SP - 1
EP - 13
LA - fre
KW - Brownian motion; Markov process; stochastic control; filtering; finance; oscillating coefficients
UR - http://eudml.org/doc/10970
ER -
References
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