Representation theorems for backward stochastic differential equations

Annals of Applied Probability

Volumn 12, Issue 4, 2002, Pages 1390-1418

  Ma, Jin ^a   Zhang, Jianfeng ^b  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Adapted solutions; Anticipating stochastic calculus; Backward SDE's; Path regularity; Viscosity solutions

Indexed keywords

EID: 0036439108     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1037125868     Document Type: Article

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