Semi-linear systems of backward stochastic partial differential equations in ℝn

Chinese Annals of Mathematics. Series B

Volumn 26, Issue 3, 2005, Pages 437-456

  Tang, Shanjian ^a  

^a FUDAN UNIVERSITY   (China)

Author keywords

Backward stochastic differential equation; Probabilistic representation; Semi linear system of backward stochastic partial differential equation; Stochastic differential equation; Stochastic flow

Indexed keywords

EID: 24944540779     PISSN: 02529599     EISSN: None     Source Type: Journal    
DOI: 10.1142/S025295990500035X     Document Type: Article

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