Backward-forward stochastic differential equations (Q1308701)
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scientific article; zbMATH DE number 464924
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Backward-forward stochastic differential equations |
scientific article; zbMATH DE number 464924 |
Statements
Backward-forward stochastic differential equations (English)
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30 January 1994
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adapted process
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semimartingale
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optional projection
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existence and uniqueness
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backward stochastic differential equation
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0.8617509603500366
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0.8502170443534851
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