A stability theorem of backward stochastic differential equations and its application-Reference-Cited by-同舟云学术

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A stability theorem of backward stochastic differential equations and its application

Published:1997-05 Issue:9 Volume:324 Page:1059-1064
ISSN:0764-4442
Container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
language:en
Short-container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Author:

Hu Ying,Peng Shige

Publisher

Elsevier BV

Subject

Pharmacology (medical)

Reference4 articles.

1. Asymptotic analysis for periodic structures;Bensoussan,1978

2. Backward stochastic differential equations in finance;El;Mathematical Finance,1997

3. Adapted solution of a backward stochastic differential equation;Pardoux;Syst. Control Lett.,1990

4. Backward stochastic differential equations and quasi-linear parabolic partial differential equations;Pardoux,1992

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