Limit theorem and uniqueness theorem of backward stochastic differential equations

DOI10.1007/s11425-006-2024-2zbMath1112.60046OpenAlexW2367257812MaRDI QIDQ867793

Long Jiang

Publication date: 16 February 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-006-2024-2

zbMATH Keywords

generatorbackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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