scientific article; zbMATH DE number 1066312

zbMath0886.60054MaRDI QIDQ4357499

Nicole El Karoui

Publication date: 4 May 1998

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

zbMATH Keywords

comparison theorembackward stochastic differential equationsFeynman-Kac formulaforward-backward stochastic differential equations

Mathematics Subject Classification ID

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

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