A Backward Stochastic Differential Equation without Strong Solution
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Publication:5472378
DOI10.1137/S0040585X97981743zbMath1090.60051WikidataQ115246822 ScholiaQ115246822MaRDI QIDQ5472378
Hans-Jürgen Engelbert, Rainer Buckdahn
Publication date: 9 June 2006
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97981743
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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