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scientific article; zbMATH DE number 1839864 - MaRDI portal

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Publication:4783184

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zbMath1012.60054MaRDI QIDQ4783184

Xicheng Zhang, Shaofu Zhou

Publication date: 28 April 2003

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

zbMATH Keywords

utility function stochastic differential utility infinite horizon backward stochastic differential equation recursion utility

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Ordinary differential equations and systems with randomness (34F05)

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