Wiener Chaos Solutions for Linear Backward Stochastic...

SIAM Journal on Mathematical Analysis 2011 / 01 Vol. 43; Iss. 1

Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations

Yannacopoulos, Athanasios N., Frangos, Nikolaos E., Karatzas, Ioannis
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Volume:
43
Language:
english
Journal:
SIAM Journal on Mathematical Analysis
DOI:
10.1137/090750652
Date:
January, 2011
File:
PDF, 489 KB
english, 2011
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