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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

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Abstract

In this chapter, we collect several results which are used in the book, but whose presentation we have preferred to postpone until now. A first section presents notations and elementary results on matrices. The second section presents some elements of nonlinear and convex analysis.

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Notes

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Authors and Affiliations

  1. Institut de Mathématiques de Marseille, Université d’Aix–Marseille, Marseille, France

    Etienne Pardoux

  2. Faculty of Mathematics, Alexandru Ioan Cuza University, Iaşi, Romania

    Aurel Răşcanu

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  1. Etienne Pardoux
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  2. Aurel Răşcanu
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Pardoux, E., Răşcanu, A. (2014). Annexes. In: Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Modelling and Applied Probability, vol 69. Springer, Cham. https://doi.org/10.1007/978-3-319-05714-9_6

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