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Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations

First Author: Qian Z

Attributed to: Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/978-3-642-27461-9_4

Publication URI: http://dx.doi.org/10.1007/978-3-642-27461-9_4

Type: Book Chapter

Book Title: Séminaire de Probabilités XLIV (2012)

Page Reference: 75-103