The steepest descent method for forward-backward SDEs.
Cvitanić, Jakša; Zhang, Jianfeng
Electronic Journal of Probability [electronic only] (2005)
- Volume: 10, page 1468-1495
- ISSN: 1083-589X
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topCvitanić, Jakša, and Zhang, Jianfeng. "The steepest descent method for forward-backward SDEs.." Electronic Journal of Probability [electronic only] 10 (2005): 1468-1495. <http://eudml.org/doc/127173>.
@article{Cvitanić2005,
author = {Cvitanić, Jakša, Zhang, Jianfeng},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {1468-1495},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {The steepest descent method for forward-backward SDEs.},
url = {http://eudml.org/doc/127173},
volume = {10},
year = {2005},
}
TY - JOUR
AU - Cvitanić, Jakša
AU - Zhang, Jianfeng
TI - The steepest descent method for forward-backward SDEs.
JO - Electronic Journal of Probability [electronic only]
PY - 2005
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 10
SP - 1468
EP - 1495
LA - eng
UR - http://eudml.org/doc/127173
ER -
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