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Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Release time:2023-08-25 Hits:DOI number:10.1214/20-ECP310
Affiliation of Author(s):数学学院
Funded by:国家自然科学基金项目
First Author:Xiao, Lishun
Co-author:fanshengjun,tiandejian
Indexed by:Journal paper
Document Code:5b5bb29475bf50350175c1b15ea40c97
Volume:卷: 25
ISSN No.:1083-589X
Translation or Not:no
Date of Publication:2020-01-01
范胜君
Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:中国矿业大学
Degree:Doctor
School/Department:数学学院
Business Address:江苏省徐州市中国矿业大学（南湖校区）数学学院 A405
Contact Information:shengjunfan@cumt.edu.cn