Stationary backward stochastic differential equations and associated partial differential equations

DOI10.1007/s004400050242zbMath0948.60060OpenAlexW1989327274MaRDI QIDQ1960925

Shige Peng, Rainer Buckdahn

Publication date: 19 November 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050242

zbMATH Keywords

backward stochastic differential equationspartial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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