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BOOK
Forward-Backward stochastic differential equations and their
MA Jin
Year:
1999
Université Virtuelle de Côte d'Ivoire
DOI:
10.71655/uvcibv.6ccv1-pez52
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Keywords:
Stochastic differential equation
Stochastic partial differential equation
Differential equation
Stochastic process
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
stochastic dynamics and bifurcation
Physical Sciences → Physics and Astronomy → Statistical and Nonlinear Physics
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JOURNAL ARTICLE
Backward-Forward Stochastic Differential Equations
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Journal:
The Annals of Applied Probability
Year:
1993
Vol:
3 (3)