On Solving Backward Doubly Stochastic Differential Equations
نویسندگان
چکیده
منابع مشابه
Maximum Principle and the Applications of Mean-Field Backward Doubly Stochastic System
Since Pardoux and Peng firstly studied the following nonlinear backward stochastic differential equations in 1990. The theory of BSDE has been widely studied and applied, especially in the stochastic control, stochastic differential games, financial mathematics and partial differential equations. In 1994, Pardoux and Peng came up with backward doubly stochastic differential equations to give th...
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تاریخ انتشار 2013