Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations (Q4920257)
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scientific article; zbMATH DE number 6163676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations |
scientific article; zbMATH DE number 6163676 |
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Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations (English)
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16 May 2013
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stochastic Riccati equation
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backward stochastic differential equation
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stochastic differential equation
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