Backward Stochastic Differential Equations (Q5270693): Difference between revisions
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scientific article; zbMATH DE number 6738088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6738088 |
Statements
Backward Stochastic Differential Equations (English)
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30 June 2017
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backward stochastic differential equation
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reflected backward stochastic differential equation
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obstacle problem
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forward-backward equation
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nonlinear expectation
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