Backward Stochastic Differential Equations (Q5270693)
From MaRDI portal
scientific article; zbMATH DE number 6738088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6738088 |
Statements
Backward Stochastic Differential Equations (English)
0 references
30 June 2017
0 references
backward stochastic differential equation
0 references
reflected backward stochastic differential equation
0 references
obstacle problem
0 references
forward-backward equation
0 references
nonlinear expectation
0 references
