Work

Adapted solution of a backward stochastic differential equation

Year: 1990

Type: article

Source: Systems & Control Letters

DOI: 10.1016/0167-6911(90)90082-6

Authors: E. Pardoux, S.G. Peng

Institutions: Institut national de recherche en sciences et technologies du numérique, Université de Provence Aix-Marseille I, Shandong University, Fudan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2078895915

FWCI: 7.024

Cites: 12

Cited by: 2,673

Related to: 10