The comparison theorem of FBSDE (Q1962156): Difference between revisions
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| Property / cites work: Hedging options for a large investor and forward-backward SDE's / rank | |||
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| Property / cites work: Solution of forward-backward stochastic differential equations / rank | |||
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| Property / cites work: Backward Stochastic Differential Equations in Finance / rank | |||
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| Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank | |||
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Q4266941 / rank | |||
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Revision as of 11:30, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The comparison theorem of FBSDE |
scientific article |
Statements
The comparison theorem of FBSDE (English)
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5 July 2000
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backward stochastic differential equations
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forward-backward stochastic differential equations
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comparison theorem
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