scientific article

Publication date: 1 March 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

survey backward stochastic differential equations control theory mathematical finance open problems BSDEs

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to biology (92-02)

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