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

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dc.creatorSerrano Perdomo, Rafael Antonio
dc.date.accessioned2015-09-22T13:24:57Z
dc.date.available2015-09-22T13:24:57Z
dc.date.created2014
dc.date.issued2014
dc.descriptionEl 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.spa
dc.format.extent48 páginasspa
dc.format.mediumRecurso electrónicospa
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dc.format.tipoDocumentospa
dc.identifier.citationSerrano, R. (2014). Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden. Bogotá: Universidad del Rosario.
dc.identifier.doihttps://doi.org/10.48713/10336_10863
dc.identifier.editorialUniversidad del Rosariospa
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/10863
dc.language.isoeng
dc.publisherUniversidad del Rosariospa
dc.publisher.departmentFacultad de Economíaspa
dc.relation.citationIssueNo. 168
dc.relation.citationTitleSerie Documentos de trabajo. Economía
dc.relation.ispartofSerie documentos de trabajo. No 168 (Octubre 2014)spa
dc.relation.urihttps://ideas.repec.org/p/col/000092/012231.html
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto completo)spa
dc.rights.ccAtribución-NoComercial-SinDerivadas 2.5 Colombiaspa
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dc.source.instnameinstname:Universidad del Rosariospa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.ddcAnálisis
dc.subject.keywordbackward stochastic differential equationeng
dc.subject.keywordviscosity solutioneng
dc.subject.keywordsemilinear partial differential equationeng
dc.subject.lembMatemáticasspa
dc.subject.lembEcuaciones diferencialesspa
dc.subject.lembAnálisis matemáticospa
dc.titleEcuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo ordenspa
dc.typeworkingPapereng
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersion
dc.type.spaDocumento de trabajospa
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