Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-05-16
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
In this paper we study the relationship between functional forward-backward stochastic systemsand path-dependent PDEs.
In the framework of functional Itô calculus, we introduce a path-dependentPDE and prove that its solution is uniquely determined by a functional forward-backward stochastic system.
American Psychological Association (APA)
Ji, Shaolin& Yang, Shuzhen. 2013. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-1031887
Modern Language Association (MLA)
Ji, Shaolin& Yang, Shuzhen. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. Mathematical Problems in Engineering No. 2013 (2013), pp.1-11.
https://search.emarefa.net/detail/BIM-1031887
American Medical Association (AMA)
Ji, Shaolin& Yang, Shuzhen. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-1031887
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031887
