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

paper · doi:10.1016/0167-6911(90)90082-6

crossref issued 1990/01/01 · crossref published 1990/01/01 · crossref published-print 1990/01/01 · openalex publication_date 1990/01/01 · crossref created 2003/03/15 · crossref deposited 2019/03/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06 · crossref indexed 2026/08/06

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