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Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions.
Xanthi-Isidora Kartala
Nikolaos Englezos
Athanasios N. Yannacopoulos
Published in:
Math. Oper. Res. (2020)
Keyphrases
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stochastic differential equations
forward backward
brownian motion
maximum a posteriori estimation
differential equations
fractional brownian motion
additive gaussian noise
hidden markov models
optimal control
long range
heavy tailed
stochastic processes
poisson process