LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2010.503456
Reference20 articles.
1. Conjugate convex functions in optimal stochastic control
2. Linear Quadratic Optimal Stochastic Control with Random Coefficients
3. Adapted solution of a backward stochastic differential equation
4. Backward Stochastic Differential Equations in Finance
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