Stationary backward stochastic differential equations and associated partial differential equations
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Publication:1960925
DOI10.1007/s004400050242zbMath0948.60060OpenAlexW1989327274MaRDI QIDQ1960925
Publication date: 19 November 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050242
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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