Open Problems on Backward Stochastic Differential Equations View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

1999

AUTHORS

Shige Peng

ABSTRACT

Recent years, many interesting problems in the theory of backward stochastic differential equations (in short, BSDE) have been solved. Others still remain open. In this paper, we will discuss those related to the stochastic control theory.

PAGES

265-273

Book

TITLE

Control of Distributed Parameter and Stochastic Systems

ISBN

978-1-4757-4868-0
978-0-387-35359-3

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-0-387-35359-3_32

DOI

http://dx.doi.org/10.1007/978-0-387-35359-3_32

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1030292727


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "author": [
      {
        "affiliation": {
          "alternateName": "Shandong University", 
          "id": "https://www.grid.ac/institutes/grid.27255.37", 
          "name": [
            "School of Mathematics and System Science, Shandong University, 250100\u00a0Jinan, China"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Peng", 
        "givenName": "Shige", 
        "id": "sg:person.012375343637.10", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012375343637.10"
        ], 
        "type": "Person"
      }
    ], 
    "citation": [
      {
        "id": "sg:pub.10.1007/s004400050098", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1007653960", 
          "https://doi.org/10.1007/s004400050098"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s004400050098", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1007653960", 
          "https://doi.org/10.1007/s004400050098"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0022-247x(73)90066-8", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1014729012"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/17442509208833749", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1016858156"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01192258", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1017117205", 
          "https://doi.org/10.1007/bf01192258"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01192258", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1017117205", 
          "https://doi.org/10.1007/bf01192258"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/17442509508834006", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1019846684"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/17442509108833727", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1020343067"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bfb0064606", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1022910364", 
          "https://doi.org/10.1007/bfb0064606"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0167-6911(94)00011-j", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1026128746"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bfb0007334", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1030331618", 
          "https://doi.org/10.1007/bfb0007334"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01195978", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1035616904", 
          "https://doi.org/10.1007/bf01195978"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01195978", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1035616904", 
          "https://doi.org/10.1007/bf01195978"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0167-6911(90)90082-6", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1048954288"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0167-6911(90)90082-6", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1048954288"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01204218", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1051191226", 
          "https://doi.org/10.1007/bf01204218"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/bf01204218", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1051191226", 
          "https://doi.org/10.1007/bf01204218"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1090/s0273-0979-1992-00266-5", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1052557297"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1086/260062", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1058573543"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/rfs/5.3.411", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1060005556"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0328054", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062844229"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/0330018", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062844346"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/s0363012992233858", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062880915"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/s0363012995279420", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062881154"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1137/s0363012996313100", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062881311"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1214/aoap/1177004768", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064397900"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1214/aoap/1177005363", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064398015"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1214/aop/1176988182", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064403492"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2307/2951600", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1070145901"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2307/3215225", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1070229354"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/978-1-4612-6051-6", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1109705097", 
          "https://doi.org/10.1007/978-1-4612-6051-6"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/978-1-4612-6051-6", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1109705097", 
          "https://doi.org/10.1007/978-1-4612-6051-6"
        ], 
        "type": "CreativeWork"
      }
    ], 
    "datePublished": "1999", 
    "datePublishedReg": "1999-01-01", 
    "description": "Recent years, many interesting problems in the theory of backward stochastic differential equations (in short, BSDE) have been solved. Others still remain open. In this paper, we will discuss those related to the stochastic control theory.", 
    "editor": [
      {
        "familyName": "Chen", 
        "givenName": "Shuping", 
        "type": "Person"
      }, 
      {
        "familyName": "Li", 
        "givenName": "Xunjing", 
        "type": "Person"
      }, 
      {
        "familyName": "Yong", 
        "givenName": "Jiongmin", 
        "type": "Person"
      }, 
      {
        "familyName": "Zhou", 
        "givenName": "Xun Yu", 
        "type": "Person"
      }
    ], 
    "genre": "chapter", 
    "id": "sg:pub.10.1007/978-0-387-35359-3_32", 
    "inLanguage": [
      "en"
    ], 
    "isAccessibleForFree": true, 
    "isPartOf": {
      "isbn": [
        "978-1-4757-4868-0", 
        "978-0-387-35359-3"
      ], 
      "name": "Control of Distributed Parameter and Stochastic Systems", 
      "type": "Book"
    }, 
    "name": "Open Problems on Backward Stochastic Differential Equations", 
    "pagination": "265-273", 
    "productId": [
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/978-0-387-35359-3_32"
        ]
      }, 
      {
        "name": "readcube_id", 
        "type": "PropertyValue", 
        "value": [
          "904ef14f415fa45a2d697a870730cffd976c3ec2e1459f712e85cc2276df5f84"
        ]
      }, 
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1030292727"
        ]
      }
    ], 
    "publisher": {
      "location": "Boston, MA", 
      "name": "Springer US", 
      "type": "Organisation"
    }, 
    "sameAs": [
      "https://doi.org/10.1007/978-0-387-35359-3_32", 
      "https://app.dimensions.ai/details/publication/pub.1030292727"
    ], 
    "sdDataset": "chapters", 
    "sdDatePublished": "2019-04-15T11:12", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000001_0000000264/records_8659_00000588.jsonl", 
    "type": "Chapter", 
    "url": "http://link.springer.com/10.1007/978-0-387-35359-3_32"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/978-0-387-35359-3_32'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/978-0-387-35359-3_32'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/978-0-387-35359-3_32'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/978-0-387-35359-3_32'


 

This table displays all metadata directly associated to this object as RDF triples.

157 TRIPLES      22 PREDICATES      51 URIs      20 LITERALS      8 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/978-0-387-35359-3_32 schema:author N1f6cae1ac20f4a2eacafd9af8a2972ab
2 schema:citation sg:pub.10.1007/978-1-4612-6051-6
3 sg:pub.10.1007/bf01192258
4 sg:pub.10.1007/bf01195978
5 sg:pub.10.1007/bf01204218
6 sg:pub.10.1007/bfb0007334
7 sg:pub.10.1007/bfb0064606
8 sg:pub.10.1007/s004400050098
9 https://doi.org/10.1016/0022-247x(73)90066-8
10 https://doi.org/10.1016/0167-6911(90)90082-6
11 https://doi.org/10.1016/0167-6911(94)00011-j
12 https://doi.org/10.1080/17442509108833727
13 https://doi.org/10.1080/17442509208833749
14 https://doi.org/10.1080/17442509508834006
15 https://doi.org/10.1086/260062
16 https://doi.org/10.1090/s0273-0979-1992-00266-5
17 https://doi.org/10.1093/rfs/5.3.411
18 https://doi.org/10.1137/0328054
19 https://doi.org/10.1137/0330018
20 https://doi.org/10.1137/s0363012992233858
21 https://doi.org/10.1137/s0363012995279420
22 https://doi.org/10.1137/s0363012996313100
23 https://doi.org/10.1214/aoap/1177004768
24 https://doi.org/10.1214/aoap/1177005363
25 https://doi.org/10.1214/aop/1176988182
26 https://doi.org/10.2307/2951600
27 https://doi.org/10.2307/3215225
28 schema:datePublished 1999
29 schema:datePublishedReg 1999-01-01
30 schema:description Recent years, many interesting problems in the theory of backward stochastic differential equations (in short, BSDE) have been solved. Others still remain open. In this paper, we will discuss those related to the stochastic control theory.
31 schema:editor Naa08033303044652822f3ddffea1cfaa
32 schema:genre chapter
33 schema:inLanguage en
34 schema:isAccessibleForFree true
35 schema:isPartOf Nee203050c0fd4a4f9f7fec59e413d70f
36 schema:name Open Problems on Backward Stochastic Differential Equations
37 schema:pagination 265-273
38 schema:productId N6a4368a88b794d8e9703b96889d63c9c
39 N75b82946661542f08b2c9f0315e8f111
40 N790a30a93a364e35adee32919608fd8c
41 schema:publisher N4f772905521043ea944f1f79916dc90b
42 schema:sameAs https://app.dimensions.ai/details/publication/pub.1030292727
43 https://doi.org/10.1007/978-0-387-35359-3_32
44 schema:sdDatePublished 2019-04-15T11:12
45 schema:sdLicense https://scigraph.springernature.com/explorer/license/
46 schema:sdPublisher Nd502194e5bf144fa97999b104983576e
47 schema:url http://link.springer.com/10.1007/978-0-387-35359-3_32
48 sgo:license sg:explorer/license/
49 sgo:sdDataset chapters
50 rdf:type schema:Chapter
51 N016d1f129b5c4f1db96e99fca82977f4 schema:familyName Yong
52 schema:givenName Jiongmin
53 rdf:type schema:Person
54 N1f6cae1ac20f4a2eacafd9af8a2972ab rdf:first sg:person.012375343637.10
55 rdf:rest rdf:nil
56 N324bf05e1c7a4c0ba9df690a20cf8e0e schema:familyName Zhou
57 schema:givenName Xun Yu
58 rdf:type schema:Person
59 N4f772905521043ea944f1f79916dc90b schema:location Boston, MA
60 schema:name Springer US
61 rdf:type schema:Organisation
62 N64e1a5bf5e93463fbaa6a8e40dc40ce0 rdf:first Na19a21889a4c484fbdcc15db22d88061
63 rdf:rest Nbb0794f20a8f4a209debcde0b199332c
64 N6a4368a88b794d8e9703b96889d63c9c schema:name dimensions_id
65 schema:value pub.1030292727
66 rdf:type schema:PropertyValue
67 N75b82946661542f08b2c9f0315e8f111 schema:name doi
68 schema:value 10.1007/978-0-387-35359-3_32
69 rdf:type schema:PropertyValue
70 N790a30a93a364e35adee32919608fd8c schema:name readcube_id
71 schema:value 904ef14f415fa45a2d697a870730cffd976c3ec2e1459f712e85cc2276df5f84
72 rdf:type schema:PropertyValue
73 Na19a21889a4c484fbdcc15db22d88061 schema:familyName Li
74 schema:givenName Xunjing
75 rdf:type schema:Person
76 Naa08033303044652822f3ddffea1cfaa rdf:first Nc3d4dc444eae4f7faf52d11dfb58a2cb
77 rdf:rest N64e1a5bf5e93463fbaa6a8e40dc40ce0
78 Nada866b23bde4c9d98c807f38a64d5f4 rdf:first N324bf05e1c7a4c0ba9df690a20cf8e0e
79 rdf:rest rdf:nil
80 Nbb0794f20a8f4a209debcde0b199332c rdf:first N016d1f129b5c4f1db96e99fca82977f4
81 rdf:rest Nada866b23bde4c9d98c807f38a64d5f4
82 Nc3d4dc444eae4f7faf52d11dfb58a2cb schema:familyName Chen
83 schema:givenName Shuping
84 rdf:type schema:Person
85 Nd502194e5bf144fa97999b104983576e schema:name Springer Nature - SN SciGraph project
86 rdf:type schema:Organization
87 Nee203050c0fd4a4f9f7fec59e413d70f schema:isbn 978-0-387-35359-3
88 978-1-4757-4868-0
89 schema:name Control of Distributed Parameter and Stochastic Systems
90 rdf:type schema:Book
91 sg:person.012375343637.10 schema:affiliation https://www.grid.ac/institutes/grid.27255.37
92 schema:familyName Peng
93 schema:givenName Shige
94 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012375343637.10
95 rdf:type schema:Person
96 sg:pub.10.1007/978-1-4612-6051-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1109705097
97 https://doi.org/10.1007/978-1-4612-6051-6
98 rdf:type schema:CreativeWork
99 sg:pub.10.1007/bf01192258 schema:sameAs https://app.dimensions.ai/details/publication/pub.1017117205
100 https://doi.org/10.1007/bf01192258
101 rdf:type schema:CreativeWork
102 sg:pub.10.1007/bf01195978 schema:sameAs https://app.dimensions.ai/details/publication/pub.1035616904
103 https://doi.org/10.1007/bf01195978
104 rdf:type schema:CreativeWork
105 sg:pub.10.1007/bf01204218 schema:sameAs https://app.dimensions.ai/details/publication/pub.1051191226
106 https://doi.org/10.1007/bf01204218
107 rdf:type schema:CreativeWork
108 sg:pub.10.1007/bfb0007334 schema:sameAs https://app.dimensions.ai/details/publication/pub.1030331618
109 https://doi.org/10.1007/bfb0007334
110 rdf:type schema:CreativeWork
111 sg:pub.10.1007/bfb0064606 schema:sameAs https://app.dimensions.ai/details/publication/pub.1022910364
112 https://doi.org/10.1007/bfb0064606
113 rdf:type schema:CreativeWork
114 sg:pub.10.1007/s004400050098 schema:sameAs https://app.dimensions.ai/details/publication/pub.1007653960
115 https://doi.org/10.1007/s004400050098
116 rdf:type schema:CreativeWork
117 https://doi.org/10.1016/0022-247x(73)90066-8 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014729012
118 rdf:type schema:CreativeWork
119 https://doi.org/10.1016/0167-6911(90)90082-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1048954288
120 rdf:type schema:CreativeWork
121 https://doi.org/10.1016/0167-6911(94)00011-j schema:sameAs https://app.dimensions.ai/details/publication/pub.1026128746
122 rdf:type schema:CreativeWork
123 https://doi.org/10.1080/17442509108833727 schema:sameAs https://app.dimensions.ai/details/publication/pub.1020343067
124 rdf:type schema:CreativeWork
125 https://doi.org/10.1080/17442509208833749 schema:sameAs https://app.dimensions.ai/details/publication/pub.1016858156
126 rdf:type schema:CreativeWork
127 https://doi.org/10.1080/17442509508834006 schema:sameAs https://app.dimensions.ai/details/publication/pub.1019846684
128 rdf:type schema:CreativeWork
129 https://doi.org/10.1086/260062 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058573543
130 rdf:type schema:CreativeWork
131 https://doi.org/10.1090/s0273-0979-1992-00266-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1052557297
132 rdf:type schema:CreativeWork
133 https://doi.org/10.1093/rfs/5.3.411 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005556
134 rdf:type schema:CreativeWork
135 https://doi.org/10.1137/0328054 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062844229
136 rdf:type schema:CreativeWork
137 https://doi.org/10.1137/0330018 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062844346
138 rdf:type schema:CreativeWork
139 https://doi.org/10.1137/s0363012992233858 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062880915
140 rdf:type schema:CreativeWork
141 https://doi.org/10.1137/s0363012995279420 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062881154
142 rdf:type schema:CreativeWork
143 https://doi.org/10.1137/s0363012996313100 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062881311
144 rdf:type schema:CreativeWork
145 https://doi.org/10.1214/aoap/1177004768 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064397900
146 rdf:type schema:CreativeWork
147 https://doi.org/10.1214/aoap/1177005363 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064398015
148 rdf:type schema:CreativeWork
149 https://doi.org/10.1214/aop/1176988182 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064403492
150 rdf:type schema:CreativeWork
151 https://doi.org/10.2307/2951600 schema:sameAs https://app.dimensions.ai/details/publication/pub.1070145901
152 rdf:type schema:CreativeWork
153 https://doi.org/10.2307/3215225 schema:sameAs https://app.dimensions.ai/details/publication/pub.1070229354
154 rdf:type schema:CreativeWork
155 https://www.grid.ac/institutes/grid.27255.37 schema:alternateName Shandong University
156 schema:name School of Mathematics and System Science, Shandong University, 250100 Jinan, China
157 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...