Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions (Q4981996): Difference between revisions

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Latest revision as of 20:43, 9 July 2024

scientific article; zbMATH DE number 6418281
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English
Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions
scientific article; zbMATH DE number 6418281

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    Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions (English)
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    23 March 2015
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    forward-backward stochastic differential equations
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    Bernstein diffusions
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    parabolic PDEs
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