Comparison theorem, Feynman–Kac formula and Girsanov...

Stochastic Processes and their Applications 2014 / 2 Vol. 124; Iss. 2

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by -Brownian motion

Hu, Mingshang, Ji, Shaolin, Peng, Shige, Song, Yongsheng
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Volume:
124
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2013.10.009
Date:
February, 2014
File:
PDF, 322 KB
english, 2014
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