Averaging of backward stochastic differential equations, with application to semi-linear pde's (Q4347782)
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scientific article; zbMATH DE number 1046187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging of backward stochastic differential equations, with application to semi-linear pde's |
scientific article; zbMATH DE number 1046187 |
Statements
Averaging of backward stochastic differential equations, with application to semi-linear pde's (English)
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7 July 1998
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backward stochastic differential equations
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diffusion approximation
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parabolic partial differential equations
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