Feynman-Kac Formulas, Backward Stochastic Differential Equations and Markov Processes

Series on Concrete and Applicable Mathematics - United States
doi 10.1142/9789814322195_0005
Full Text
Abstract

Available in full text

Date
Authors

Unknown

Publisher

WORLD SCIENTIFIC

Related search

Markov Processes and Stochastic Equations

Stochastic Approximation and Recursive Estimation
1976English

Open Problems on Backward Stochastic Differential Equations

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
1999English

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2017English

Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
1999English

Ambit Processes and Stochastic Partial Differential Equations

2011English

Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Journal of Applied Mathematics
Applied Mathematics
2013English

Lp - Estimates of Solutions of Backward Doubly Stochastic Differential Equations

Filomat
Mathematics
2017English

A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps

Journal of Mathematical Finance
2020English

Algebraic Structures and Stochastic Differential Equations Driven by Lévy Processes

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
MathematicsEngineeringAstronomyPhysics
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy