Login / Signup
Open Problems on Backward Stochastic Differential Equations.
Shige Peng
Published in:
Control of Distributed Parameter and Stochastic Systems (1998)
Keyphrases
</>
open problems
stochastic differential equations
maximum a posteriori estimation
brownian motion
database theory
additive gaussian noise
fractional brownian motion
differential equations
mathematical model
special case
random fields
optimal control
inventory level
multidatabase transaction management