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"Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations."

Athanasios N. Yannacopoulos, Nikolaos E. Frangos, Ioannis Karatzas (2011)

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DOI: 10.1137/090750652

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/siamma/YannacopoulosFK11
Athanasios N. Yannacopoulos, Nikolaos E. Frangos, Ioannis Karatzas:
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations. SIAM J. Math. Anal. 43(1): 68-113 (2011)

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