Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem |
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Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (English)
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8 August 2019
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utility maximization problem
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backward stochastic partial differential equation
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forward-backward stochastic differential equation
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