An adapted solution of a class of BSDE

MaRDI QIDQ3538568zbMATH OpenFDO

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

Publication date 24 November 2008

zbMATH Keywords

backward stochastic differential equationexponential martingaleIto formula

Mathematics Subject Classification ID

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

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Cited in

(2)

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

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