Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs

From MaRDI portal
Publication:2183132

DOI10.1214/20-ECP310zbMath1461.60043arXiv1701.03871MaRDI QIDQ2183132

Lishun Xiao, De-Jian Tian, Sheng-Jun Fan

Publication date: 26 May 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.03871




Related Items



Cites Work