The steepest descent method for forward-backward SDEs (Q850388)

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The steepest descent method for forward-backward SDEs
scientific article

    Statements

    title
    The steepest descent method for forward-backward SDEs (English)
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    author
    Jakša Cvitanić
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    Jianfeng Zhang
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    publication date
    3 November 2006
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    35K55
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    35R60
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    60H10
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    65C30
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    zbMATH DE Number
    5070618
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