The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations |
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The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (English)
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11 May 2021
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backward stochastic partial differential equations
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stochastic differential equations
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non-Markovian coefficients
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Girsanov transformation
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Feynman-Kac formula
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