Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations (Q4920257)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations |
scientific article; zbMATH DE number 6163676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations |
scientific article; zbMATH DE number 6163676 |
Statements
Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations (English)
0 references
16 May 2013
0 references
stochastic Riccati equation
0 references
backward stochastic differential equation
0 references
stochastic differential equation
0 references
