Backward stochastic differential equations with constraints on the gains-process (Q1307453)
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scientific article; zbMATH DE number 1355208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with constraints on the gains-process |
scientific article; zbMATH DE number 1355208 |
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Backward stochastic differential equations with constraints on the gains-process (English)
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4 May 2000
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backward stochastic differential equations
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convex constraints
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stochastic control
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0.9384257
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0.9316262
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0.9250088
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