scientific article; zbMATH DE number 850089
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backward stochastic differential equationBrownian motionFeynman-Kac formulamaximum principle for optimal stochastic controlmodel for asset pricing in finance
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Geometric probability and stochastic geometry (60D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20)
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