Martingale representations for diffusion processes and backward stochastic differential equations (Q2906156)
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scientific article; zbMATH DE number 6073425
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| English | Martingale representations for diffusion processes and backward stochastic differential equations |
scientific article; zbMATH DE number 6073425 |
Statements
Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations (English)
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29 August 2012
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backward SDE
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Dirichlet form
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Hunt process
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martingale
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natural filtration
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non-linear equations
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0.7839928865432739
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0.7688661813735962
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0.761401355266571
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0.7611672878265381
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