On backward stochastic differential equations (Q3316328)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On backward stochastic differential equations |
scientific article |
Statements
On backward stochastic differential equations (English)
0 references
1982
0 references
diffeomorphism
0 references
Stratonovich differential
0 references
Itô formula
0 references
backwards integrals
0 references
