Stationary backward stochastic differential equations and associated partial differential equations

Rainer Buckdahn; Shigē Péng

doi:10.1007/s004400050242

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JOURNAL ARTICLE

Stationary backward stochastic differential equations and associated partial differential equations

Rainer Buckdahn Shigē Péng

Year: 1999 Journal: Probability Theory and Related Fields Vol: 115 (3)Pages: 383-399 Publisher: Springer Science+Business Media

DOI: 10.1007/s004400050242

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Keywords:

Mathematics Stochastic partial differential equation Stochastic differential equation Mathematical analysis Class (philosophy) Numerical partial differential equations Differential equation Applied mathematics Mathematical finance Computer science

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Mathematical Biology Tumor Growth

Physical Sciences → Mathematics → Modeling and Simulation

Stationary backward stochastic differential equations and associated partial differential equations

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