Going forward \& backward with Jin Ma

DOI10.3934/NACO.2023005zbMATH Open1515.01028OpenAlexW4361803861MaRDI QIDQ6164083FDOQ6164083

Authors: Philip Protter 

Publication date: 26 July 2023

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2023005

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70)

Cites Work

• Backward-forward stochastic differential equations
• Solving forward-backward stochastic differential equations explicitly -- a four step scheme
• Path regularity for solutions of backward stochastic differential equations
• Representation theorems for backward stochastic differential equations
• Numerical methods for forward-backward stochastic differential equations
• Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
• Weak Solutions of Forward–Backward SDE's
• Black's consol rate conjecture

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Going forward \& backward with Jin Ma

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6164083)