Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations
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