April 29, 2016

Backward Stochastic Differential Equations: Are you really looking back? Answers in Finance, Stochastic control and PDE's
Nicole El Karoui
Center for Applied Mathematics, Ecole Polytechnique

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 8, 2010 as part of the Coxeter Lectures.

Listen to audio presentation:

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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