Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084)
From MaRDI portal
scientific article; zbMATH DE number 7719441
Language | Label | Description | Also known as |
---|---|---|---|
English | Forward-backward stochastic differential equations: initiation, development and beyond |
scientific article; zbMATH DE number 7719441 |
Statements
Forward-backward stochastic differential equations: initiation, development and beyond (English)
0 references
26 July 2023
0 references
forward-backward stochastic differential equation
0 references
four-step scheme
0 references
backward stochastic partial differential equations
0 references
martingale problem
0 references
representation theorem
0 references
0 references
0 references
0 references
0 references
0 references