Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (Q1947596)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations |
scientific article |
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Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (English)
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22 April 2013
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backward stochastic partial differential equations
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semi-linear degenerate equations
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forward-backward stochastic differential equations
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Feynman-Kac formula
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