Backward stochastic differential equations with distribution as terminal condition (Q4396201)
From MaRDI portal
scientific article; zbMATH DE number 1165527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with distribution as terminal condition |
scientific article; zbMATH DE number 1165527 |
Statements
Backward stochastic differential equations with distribution as terminal condition (English)
0 references
14 June 1998
0 references
backward stochastic differential equation
0 references
distribution as terminal condition
0 references
generalized Wiener functional
0 references
