Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions (Q4981996)
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scientific article; zbMATH DE number 6418281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions |
scientific article; zbMATH DE number 6418281 |
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Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions (English)
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23 March 2015
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forward-backward stochastic differential equations
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Bernstein diffusions
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parabolic PDEs
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