Backward-forward stochastic differential equations (Q1308701)
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: Backward-forward stochastic differential equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward-forward stochastic differential equations |
scientific article |
Statements
Backward-forward stochastic differential equations (English)
0 references
30 January 1994
0 references
adapted process
0 references
semimartingale
0 references
optional projection
0 references
existence and uniqueness
0 references
backward stochastic differential equation
0 references
