Backward stochastic differential equations in the plane

DOI10.1023/A:1014878129265zbMath0999.60053OpenAlexW99525417MaRDI QIDQ1611265

David Nualart, N. Lanjri Zaïdi

Publication date: 21 August 2002

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014878129265

zbMATH Keywords

backward stochastic differential equationtwo-parameter Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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