On backward stochastic differential equations (Q3316328): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A generalized formula of Ito and some other properties of stochastic flows / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3862204 / rank | |||
Normal rank | |||
Latest revision as of 11:04, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On backward stochastic differential equations |
scientific article |
Statements
On backward stochastic differential equations (English)
0 references
1982
0 references
diffeomorphism
0 references
Stratonovich differential
0 references
Itô formula
0 references
backwards integrals
0 references
