A backward stochastic differential equation based on infinite horizon and its application

zbMATH Open1174.60387MaRDI QIDQ5320106FDOQ5320106

Rui Zhang, Xiangrong Wang, Xiangyun Lin

Publication date: 22 July 2009

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zbMATH Keywords

backward stochastic differential equationuncertainty aversiong-expectation

Mathematics Subject Classification ID

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

Cited In (1)

• A study on a new class of backward stochastic differential equation

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