The Link between Stochastic Differential Equations with Non-Markovian Coefficients and Backward Stochastic Partial Differential Equations

Lin LI, Fang XU, Qi ZHANG

Acta Mathematica Sinica ›› 2021, Vol. 37 ›› Issue (3) : 447-457.

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Acta Mathematica Sinica ›› 2021, Vol. 37 ›› Issue (3) : 447-457. DOI: 10.1007/s10114-020-9345-x
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The Link between Stochastic Differential Equations with Non-Markovian Coefficients and Backward Stochastic Partial Differential Equations

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2021, 37(3): 447-457 https://doi.org/10.1007/s10114-020-9345-x

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