S.G. Peng
- Adapted solution of a backward stochastic differential equation
1990/01/01 by Étienne Pardoux, E. Pardoux, Shigē Péng +1 · 17 citations
Economics, Econometrics and Finance · Mathematics · #Combinatorics #Differential equation #Filtration (mathematics) #Markov Chains and Monte Carlo Methods #Mathematical analysis #Mathematical physics #Mathematics #Pure mathematics #Space (punctuation) #Statistics #Stochastic differential equation #Stochastic process #Stochastic processes and financial applications #Stochastic processes and statistical mechanics