A functional approach to backward stochastic dynamics
<p>In this thesis, we consider a class of stochastic dynamics running backwards, so called backward stochastic differential equations (BSDEs) in the literature. We demonstrate BSDEs can be reformulated as functional differential equations defined on path spaces, and therefore solving BSDEs is...
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| Формат: | Диссертация |
| Язык: | English |
| Опубликовано: |
2010
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