hu.peng:09:backward¶
BibTeX Entry:
@article{hu.peng:09:backward,
author = {Hu, Yaozhong and Peng, Shige},
doi = {10.1137/070709451},
fjournal = {SIAM Journal on Control and Optimization},
issn = {0363-0129},
journal = {SIAM J. Control Optim.},
mrclass = {60H10 (60G22)},
mrnumber = {2516183},
mrreviewer = {Vasily A. Chernecky},
number = {3},
pages = {1675--1700},
title = {Backward stochastic differential equation driven by fractional {B}rownian motion},
url = {https://doi.org/10.1137/070709451},
volume = {48},
year = {2009}
}