A Study on a New Class of Backward Stochastic Differential Equation
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-05-21
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
The existence and uniqueness for a new type of backward stochastic differential equation when the generator includes the values of solutions of the past, the present, and the future are obtained in this paper.
An important comparison theorem for this sort of BSDEs is also proved.
American Psychological Association (APA)
He, Ping& Ren, Yong& Zhang, Defei. 2020. A Study on a New Class of Backward Stochastic Differential Equation. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1193292
Modern Language Association (MLA)
He, Ping…[et al.]. A Study on a New Class of Backward Stochastic Differential Equation. Mathematical Problems in Engineering No. 2020 (2020), pp.1-9.
https://search.emarefa.net/detail/BIM-1193292
American Medical Association (AMA)
He, Ping& Ren, Yong& Zhang, Defei. A Study on a New Class of Backward Stochastic Differential Equation. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1193292
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1193292
