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Multidimensional Backward Stochastic Riccati Equations and Applications

✍ Scribed by Kohlmann, Michael; Tang, Shanjian

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Backward Stochastic Riccati Equat

✍ Guatteri, Giuseppina; Tessitore, Gianmario 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 346 KB

Indefinite Stochastic Riccati Equations

✍ Hu, Ying; Zhou, Xun Yu 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 182 KB

Backward stochastic differential equatio

✍ Shige Peng 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 857 KB

Global adapted solution of one-dimension

✍ Michael Kohlmann; Shanjian Tang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 225 KB

Riccati-Type Equations, Generalised WZNW

✍ L. A. Ferreira; J. F. Gomes; A. V. Razumov; M. V. Saveliev; A. H. Zimerman 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 109 KB

Harmonic analysis of stochastic equation

✍ Freddy Delbaen; Shanjian Tang 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 445 KB