An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´ - Differential game - Document - PDFSEARCH.IO

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	An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´ Add to Reading List Document Date: 2010-06-21 10:58:42 Open Document File Size: 209,32 KB Share Result on Facebook Company MAI 2010 Investment Banking / / / IndustryTerm positive solution / recursive utilities / / Person Nicole El Karoui / / Position General / rt / / SocialTag Martingale theory Partial differential equation Mathematics Symbol Mathematical analysis Game theory Martingale

An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´Add to Reading List