On non-Markovian forward–backward SDEs and backward stochastic PDEs
Year of publication: |
2012
|
---|---|
Authors: | Ma, Jin ; Yin, Hong ; Zhang, Jianfeng |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 12, p. 3980-4004
|
Publisher: |
Elsevier |
Subject: | Forward–backward stochastic differential equations | Backward stochastic partial differential equations | Nonlinear stochastic Feynman–Kac formula |
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