Open problems on backward stochastic differential equations (Q2712232)
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scientific article; zbMATH DE number 1594452
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| English | Open problems on backward stochastic differential equations |
scientific article; zbMATH DE number 1594452 |
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1 March 2002
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BSDEs
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open problems
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survey
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backward stochastic differential equations
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control theory
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mathematical finance
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0.94583213
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0.9329309
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0.9312873
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0.9299436
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0.9273116
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Open problems on backward stochastic differential equations (English)
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The paper shortly reviews recent results on the theory of backward stochastic differential equations and points out major open problems which are of high mathematical interest and have applications in control theory and in mathematical finance.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00050].
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