Representation of solutions to BSDEs associated with a degenerate FSDE
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Publication:2572394
DOI10.1214/105051605000000232zbMath1083.60051arXivmath/0508457OpenAlexW3103961890MaRDI QIDQ2572394
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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