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Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-Silivri Workshop, Geilo 1996 (Progress in Probability)

Decreusefond, Laurent (EDT)/ Gjerde, Jon (EDT)/ Oksendal, Brent (EDT)/
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English

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Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.

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