Representation of solutions to BSDEs associated with a degenerate FSDE

DOI10.1214/105051605000000232zbMath1083.60051arXivmath/0508457OpenAlexW3103961890MaRDI QIDQ2572394

Jianfeng Zhang

Publication date: 8 November 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508457

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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