Anticipated backward stochastic differential equations

Annals of Probability

Volumn 37, Issue 3, 2009, Pages 877-902

  Peng, Shige ^a   Yang, Zhe ^a,b  

^a SHANDONG UNIVERSITY   (China)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Adapted process; Anticipated backward stochastic differential quation; Backward stochastic differential equation

Indexed keywords

EID: 77950838625     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOP423     Document Type: Article

References (16)

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