Markovian forward-backward stochastic differential equations and stochastic flows (Q360694): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1968807490 / rank | |||
Normal rank | |||
Revision as of 21:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian forward-backward stochastic differential equations and stochastic flows |
scientific article |
Statements
Markovian forward-backward stochastic differential equations and stochastic flows (English)
0 references
27 August 2013
0 references
Markovian forward-backward stochastic differential equations
0 references
stochasticflows
0 references
martingale representation
0 references
special semimartingale
0 references
convex risk measures
0 references
