An adapted solution of a class of BSDE

zbMATH Open1164.60379MaRDI QIDQ3538568FDOQ3538568

Authors: Kaiyong Zhu, Shengjun Fan, Zhuwu Wu, Jianhua Hu 

Publication date: 24 November 2008

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zbMATH Keywords

backward stochastic differential equationexponential martingaleIto formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (2)

• A class of BSDE with integrable parameters
• Solving BSDE with Adaptive Control Variate

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