✦ LIBER ✦
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by -Brownian motion
✍ Scribed by Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng
- Book ID
- 121710880
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 322 KB
- Volume
- 124
- Category
- Article
- ISSN
- 0304-4149
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