Skip to main content
Book Chapter

Backward Stochastic Differential Equations

Springer Nature, (2017), 79-99
DOI: 10.1007/978-1-4939-7256-2_4
56Citations
Citations of this article
627Readers
Mendeley users who have this article in their library.
Get full text

Abstract

This is the first chapter which deals with the main topic of the book: the backward equations. In this chapter we shall establish the well-posedness, a priori estimates, and comparison principle for BSDEs. Some important applications of BSDEs will also be presented.

Cite

CITATION STYLE

APA

Zhang, J. (2017). Backward Stochastic Differential Equations. In Probability Theory and Stochastic Modelling (Vol. 86, pp. 79–99). Springer Nature. https://doi.org/10.1007/978-1-4939-7256-2_4

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free