Harmonic analysis of stochastic equations and backward stochastic differential equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-008-0191-5.pdf
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5. Bismut, J.M.: Contrôle des systèmes linéaires quadratiques: applications de l’intégrale stochastique, Séminaire de Probabilités XII. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds.) Lecture Notes in Mathematics, vol. 649, pp. 180–264. Springer, Berlin (1978)
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