Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. (16th May 2013)
- Record Type:
- Journal Article
- Title:
- Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. (16th May 2013)
- Main Title:
- Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems
- Authors:
- Ji, Shaolin
Yang, Shuzhen - Other Names:
- Wang Guangchen Academic Editor.
- Abstract:
- Abstract : In this paper we study the relationship between functional forward-backward stochastic systems and path-dependent PDEs. In the framework of functional Itô calculus, we introduce a path-dependent PDE and prove that its solution is uniquely determined by a functional forward-backward stochastic system.
- Is Part Of:
- Mathematical problems in engineering. Volume 2013(2013)
- Journal:
- Mathematical problems in engineering
- Issue:
- Volume 2013(2013)
- Issue Display:
- Volume 2013, Issue 2013 (2013)
- Year:
- 2013
- Volume:
- 2013
- Issue:
- 2013
- Issue Sort Value:
- 2013-2013-2013-0000
- Page Start:
- Page End:
- Publication Date:
- 2013-05-16
- Subjects:
- Engineering mathematics -- Periodicals
510.2462 - Journal URLs:
- https://www.hindawi.com/journals/mpe/ ↗
http://www.gbhap-us.com/journals/238/238-top.htm ↗ - DOI:
- 10.1155/2013/423101 ↗
- Languages:
- English
- ISSNs:
- 1024-123X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 21184.xml