Work

Solvability of forward-backward SDEs and the nodal set of Hamilton-Jacobi-Bellman Equations

Year: 1993

Type: preprint

Authors: Jin Ma, Jiongmin Yong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1557557976

Cites: 18

Cited by: 45

Related to: 10