Existence of solutions to a class of indefinite stochastic Riccati equations (Q4920257)
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scientific article; zbMATH DE number 6163676
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| English | Existence of solutions to a class of indefinite stochastic Riccati equations |
scientific article; zbMATH DE number 6163676 |
Statements
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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0.8889901041984558
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0.8858389258384705
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0.8279635310173035
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