Backward Stochastic Differential Equations

By Jianfeng Zhang. 2017

90 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/9061c4e57820985bd1d73712433cdcbf2af24fbd

Citations in the corpus

• Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls (2018, unknown): “Zhang [43] Section 9.”