JOURNAL ARTICLE
On semi-linear degenerate backward stochastic partial differential equations
Year: 2002 Journal: Probability Theory and Related Fields Vol: 123 (3)Pages: 381-411 Publisher: Springer Science+Business Media
Keywords:
Mathematics Degenerate energy levels Stochastic differential equation Stochastic partial differential equation Mathematical finance Nonlinear system A priori and a posteriori Partial differential equation Class (philosophy) Applied mathematics Mathematical analysis Type (biology)
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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