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

References to SciGraph publications

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

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