On a class of forward-backward stochastic differential systems in infinite dimensions.
Journal of Applied Mathematics and Stochastic Analysis (2007)
- Volume: 2007, page Article ID 42640, 33 p.-Article ID 42640, 33 p.
- ISSN: 2090-3332
Access Full Article
top
How to cite
topGuatteri, Giuseppina. "On a class of forward-backward stochastic differential systems in infinite dimensions.." Journal of Applied Mathematics and Stochastic Analysis 2007 (2007): Article ID 42640, 33 p.-Article ID 42640, 33 p.. <http://eudml.org/doc/55047>.
@article{Guatteri2007,
author = {Guatteri, Giuseppina},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {forward-backward stochastic differential Forward-backward stochastic differential equation; infinite-dimensional FBSDE; infinite-dimensional backward stochastic differential equation; stochastic control stochastic differential equation},
language = {eng},
pages = {Article ID 42640, 33 p.-Article ID 42640, 33 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On a class of forward-backward stochastic differential systems in infinite dimensions.},
url = {http://eudml.org/doc/55047},
volume = {2007},
year = {2007},
}
TY - JOUR
AU - Guatteri, Giuseppina
TI - On a class of forward-backward stochastic differential systems in infinite dimensions.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 42640, 33 p.
EP - Article ID 42640, 33 p.
LA - eng
KW - forward-backward stochastic differential Forward-backward stochastic differential equation; infinite-dimensional FBSDE; infinite-dimensional backward stochastic differential equation; stochastic control stochastic differential equation
UR - http://eudml.org/doc/55047
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.