Mark Rubtsov


Ph.D. Universitetet i Oslo 2011 Norway
Dissertation: Backward Stochastic Partial Differential Equations and their Applications in Financial Mathematics and Life Insurance
Mathematics Subject Classification: 49—Calculus of variations and optimal control

Advisor 1: Frank Norbert Proske
Advisor 2: Bernt Karsten Øksendal
Advisor 3: Fred Espen Benth

No students known.

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