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Extra info for A New Approach to BSDE (Backward Stochastic Differential Equation)

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M. G. Martingale representations for diffusion processes and backward stochastic differential equations. , Lyons, T. M. (2009), Backward stochastic dynamics on a filtered probability space. G. C. (1997), Backward stochastic differential equations in finance. [5] Tang, S. and Li, X,. Maximum principle for optimal control of distributed parameter stochastic systems with random jumps, Differential equations, dynamical systems, and control science, 152, 1994, 867-890. , Backward stochastic differential equations and integral-partial differential equations, Stochastics and Stochastics Reports, 60(1-2), 1997, 57-83.

5] Tang, S. and Li, X,. Maximum principle for optimal control of distributed parameter stochastic systems with random jumps, Differential equations, dynamical systems, and control science, 152, 1994, 867-890. , Backward stochastic differential equations and integral-partial differential equations, Stochastics and Stochastics Reports, 60(1-2), 1997, 57-83. , Stochastic Differential Equations An Introduction with Applications. , Stochastic control and BSDEs, Backward stochastic differential equations (Paris, 1995-1996), Pitman Res.

We believe that with the further studies in this approach, more properties will be found. 36 Bibliography [1] Pardoux, E . G. (1990), Adapted solution of a backward stochastic differential equation, System and Control Letters, 14(1), 55-61. M. G. Martingale representations for diffusion processes and backward stochastic differential equations. , Lyons, T. M. (2009), Backward stochastic dynamics on a filtered probability space. G. C. (1997), Backward stochastic differential equations in finance. [5] Tang, S.

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A New Approach to BSDE (Backward Stochastic Differential Equation) by Lixing, Jin


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