Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (Q1947596): Difference between revisions

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Latest revision as of 23:07, 18 April 2024

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Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations
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    Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (English)
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    22 April 2013
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    backward stochastic partial differential equations
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    semi-linear degenerate equations
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    forward-backward stochastic differential equations
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    Feynman-Kac formula
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