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scientific article; zbMATH DE number 850089
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scientific article; zbMATH DE number 850089

    Statements

    author
    Etienne Pardoux
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    publication date
    18 August 1996
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    Mathematics Subject Classification ID
    60H10
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    60H30
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    60D05
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    62P05
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    93E20
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    60-02
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    zbMATH DE Number
    850089
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    zbMATH Keywords
    backward stochastic differential equation
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    Brownian motion
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    maximum principle for optimal stochastic control
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    model for asset pricing in finance
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    Feynman-Kac formula
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