Adapted solution of a backward stochastic differential equation
- 1 January 1990
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 14 (1), 55-61
- https://doi.org/10.1016/0167-6911(90)90082-6
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Necessary Conditions for Continuous Parameter Stochastic Optimization ProblemsSIAM Journal on Control, 1972