The comparison theorem of FBSDE (Q1962156): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:22, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The comparison theorem of FBSDE |
scientific article |
Statements
The comparison theorem of FBSDE (English)
0 references
5 July 2000
0 references
backward stochastic differential equations
0 references
forward-backward stochastic differential equations
0 references
comparison theorem
0 references