A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (Q4796584)
From MaRDI portal
scientific article; zbMATH DE number 1876929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET |
scientific article; zbMATH DE number 1876929 |
Statements
A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (English)
0 references
5 May 2003
0 references
backward stochastic differential equation
0 references
two-parameter Wiener process
0 references
martingale representation theorem
0 references
