The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations
type: Item
instance of: scholarly article
title: The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations
zbMATH Open document ID: 1480.60165
author: Lin Lin
author: Fang Xu
author: Qi Zhang
publication date: 2021-05-11T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7347416
zbMATH Keywords: backward stochastic partial differential equations
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: non-Markovian coefficients
zbMATH Keywords: Girsanov transformation
zbMATH Keywords: Feynman-Kac formula
MaRDI profile type: Publication
full work available at URL: s10114-020-9345-x
OpenAlex ID: W3016400390
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DOI: 10.1007/S10114-020-9345-X
published in: Acta Mathematica Sinica, English Series
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description: scientific article; zbMATH DE number 7347416