| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4630973 | Applied Mathematics and Computation | 2011 | 13 Pages |
Abstract
All the results obtained are compared with those related to the eigenvalue problems, and the “martingale approach” solution proposed by Pardoux and Peng for backward stochastic differential equations.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ning-Mao Xia, Ai-Hong Lin,
