Backward Stochastic Differential Equations
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Publication:5270693
DOI10.1007/978-1-4939-7256-2zbMath1390.60004OpenAlexW4236109675MaRDI QIDQ5270693
Publication date: 30 June 2017
Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-7256-2
backward stochastic differential equationobstacle problemreflected backward stochastic differential equationnonlinear expectationforward-backward equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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