Backward stochastic differential equations with continuous coefficient (Q1380556): Difference between revisions
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| Property / cites work: One-dimensional stochastic differential equations involving a singular increasing process / rank | |||
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| Property / cites work: Backwards SDE with random terminal time and applications to semilinear elliptic PDE / rank | |||
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| Property / cites work: Backward Stochastic Differential Equations in Finance / rank | |||
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| Property / cites work: Backward stochastic differential equations: The locally Lipschitz case / rank | |||
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank | |||
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Revision as of 10:28, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with continuous coefficient |
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Backward stochastic differential equations with continuous coefficient (English)
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1 July 1998
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backward stochastic differential equations
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