Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations
type: Item
instance of: scholarly article
title: Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations
zbMATH Open document ID: 1254.60064
DOI: 10.1007/978-3-642-27461-9_4
author: Jiangang Ying
author: Zhongmin Qian
published in: Lecture Notes in Mathematics
publication date: 2012-08-29T00:00:00Z
full work available at URL: https://arxiv.org/abs/0910.4911
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 6073425
zbMATH Keywords: backward SDE
zbMATH Keywords: Dirichlet form
zbMATH Keywords: Hunt process
zbMATH Keywords: martingale
zbMATH Keywords: natural filtration
zbMATH Keywords: non-linear equations
MaRDI profile type: Publication
OpenAlex ID: W1593465650
arXiv ID: 0910.4911
reviewed by: Nikolaos Halidias
description: scientific article; zbMATH DE number 6073425